+409.8%
HL vs S
+13.6%
+396.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +7.1% | -5.8% | +12.9% | +7.9% |
| 30D | +21.4% | -9.2% | +30.7% | +22.6% |
| 3M | +37.4% | +23.4% | +14.1% | +31.6% |
| 6M | +0.4% | +36.9% | -36.5% | -6.3% |
| YTD | +6.7% | +29.5% | -22.8% | +0.2% |
| 1Y | +102.4% | +5.4% | +96.9% | +97.4% |
| All | +409.8% | +13.6% | +396.2% | +361.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling