+135.5%
HL vs TPR
+386.9%
-251.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -6.9% | -7.2% |
| 7D | +8.2% | +12.1% | -3.9% | +4.8% |
| 30D | -16.3% | +16.7% | -33.0% | -19.9% |
| 3M | -18.6% | -17.4% | -1.2% | -14.9% |
| 6M | -23.2% | +2.3% | -25.5% | -24.4% |
| YTD | -25.5% | +7.1% | -32.6% | -27.9% |
| 1Y | -4.8% | +29.5% | -34.3% | -12.4% |
| 3Y | +281.4% | +415.0% | -133.6% | +129.4% |
| 5Y | +137.8% | +261.5% | -123.6% | +52.5% |
| 10Y | +135.5% | +383.3% | -247.8% | +18.7% |
| All | +135.5% | +386.9% | -251.4% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling