+255.0%
HL vs TPR
+407.4%
-152.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | +8.9% | +14.2% | -5.3% | +4.9% |
| 30D | -10.1% | +17.1% | -27.2% | -14.0% |
| 3M | -7.0% | -17.7% | +10.7% | -2.6% |
| 6M | -18.8% | -10.2% | -8.6% | -17.4% |
| YTD | -23.1% | +4.9% | -28.1% | -24.9% |
| 1Y | +8.9% | +36.1% | -27.2% | -0.4% |
| 3Y | +255.0% | +416.5% | -161.4% | +43.0% |
| All | +255.0% | +407.4% | -152.4% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling