+284.2%
HL vs TPR
+299.5%
-15.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.8% |
| 7D | +0.4% | -7.3% | +7.7% | +2.5% |
| 30D | +18.8% | -30.7% | +49.6% | +30.6% |
| 3M | +43.7% | -21.6% | +65.3% | +52.5% |
| 6M | -1.0% | -21.3% | +20.3% | +4.6% |
| YTD | +8.7% | -10.2% | +18.9% | +10.6% |
| 1Y | +105.0% | +9.5% | +95.5% | +96.6% |
| 3Y | +427.3% | +280.8% | +146.5% | +244.7% |
| 5Y | +249.3% | +218.7% | +30.6% | +131.8% |
| 10Y | +284.2% | +306.7% | -22.5% | +98.8% |
| All | +284.2% | +299.5% | -15.3% | +98.8% |
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