+101.2%
HL vs TPR
+13.6%
+87.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | 0.0% |
| 7D | +7.1% | -3.4% | +10.4% | +8.1% |
| 30D | +21.4% | -27.3% | +48.8% | +32.8% |
| 3M | +37.4% | -16.2% | +53.7% | +42.9% |
| 6M | +0.4% | -17.9% | +18.3% | +4.5% |
| YTD | +6.7% | -7.1% | +13.8% | +11.5% |
| All | +101.2% | +13.6% | +87.5% | +106.6% |
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