+2,875.6%
HL vs TPR
+7,380.8%
-4,505.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | -2.3% | +3.8% | +2.1% |
| 30D | +25.1% | -23.0% | +48.0% | +32.7% |
| 3M | +22.9% | -12.5% | +35.4% | +26.2% |
| 6M | -4.9% | -21.4% | +16.5% | +0.2% |
| YTD | +7.8% | -3.5% | +11.3% | +7.6% |
| 1Y | +133.9% | +17.4% | +116.5% | +121.4% |
| 3Y | +380.9% | +291.3% | +89.6% | +227.7% |
| 5Y | +230.2% | +241.9% | -11.7% | +126.2% |
| 10Y | +265.6% | +322.7% | -57.1% | +113.6% |
| All | +2,875.6% | +7,380.8% | -4,505.2% | +1,558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling