+25.0%
HL vs S
+36.5%
-11.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.6% | +11.5% | +13.2% |
| 7D | +0.2% | -8.2% | +8.4% | +0.1% |
| 30D | -12.1% | -7.6% | -4.5% | -12.3% |
| 3M | -2.8% | +12.0% | -14.8% | -2.0% |
| 6M | -14.9% | +50.6% | -65.5% | -14.0% |
| YTD | -22.0% | +56.6% | -78.6% | -20.5% |
| 1Y | +25.0% | +39.2% | -14.2% | +30.1% |
| All | +25.0% | +36.5% | -11.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling