+77.6%
HL vs S
+8.9%
+68.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | +9.3% | -11.4% | +20.7% | +9.4% |
| 3M | +32.0% | +33.8% | -1.8% | +29.9% |
| 6M | -6.4% | +39.5% | -45.9% | -7.7% |
| YTD | +3.1% | +31.7% | -28.5% | +2.4% |
| 1Y | +77.6% | +7.0% | +70.6% | +90.2% |
| All | +77.6% | +8.9% | +68.6% | +90.2% |
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