+133.9%
HL vs TPR
+18.2%
+115.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +1.5% | -2.7% | +4.1% | +2.3% |
| 30D | +25.1% | -23.3% | +48.3% | +34.5% |
| 3M | +22.9% | -12.8% | +35.7% | +26.4% |
| 6M | -4.9% | -21.7% | +16.8% | -0.2% |
| YTD | +7.8% | -3.9% | +11.7% | +11.7% |
| 1Y | +133.9% | +16.9% | +117.0% | +140.5% |
| All | +133.9% | +18.2% | +115.7% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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