+281.4%
HL vs S
+54.2%
+227.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.2% |
| 7D | +8.2% | +1.4% | +6.8% | +8.0% |
| 30D | -16.3% | -10.8% | -5.5% | -15.2% |
| 3M | -18.6% | +5.4% | -24.0% | -19.6% |
| 6M | -23.2% | +41.2% | -64.4% | -27.9% |
| YTD | -25.5% | +56.2% | -81.7% | -31.8% |
| 1Y | -4.8% | +36.3% | -41.1% | -10.7% |
| 3Y | +281.4% | +49.4% | +232.0% | +262.9% |
| All | +281.4% | +54.2% | +227.2% | +262.9% |
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