+110.1%
HL vs TRGP
+2,265.4%
-2,155.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.5% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | +21.4% | +14.6% | +6.9% | +16.0% |
| 3M | +37.4% | +11.9% | +25.5% | +31.2% |
| 6M | +0.4% | +25.3% | -24.9% | -8.1% |
| YTD | +6.7% | +61.9% | -55.2% | -10.2% |
| 1Y | +102.4% | +87.3% | +15.1% | +62.1% |
| 3Y | +417.4% | +268.0% | +149.4% | +229.1% |
| 5Y | +243.3% | +638.2% | -394.9% | +77.2% |
| 10Y | +242.6% | +821.9% | -579.4% | +37.8% |
| All | +110.1% | +2,265.4% | -2,155.3% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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