+392.8%
HL vs TRU
-1.3%
+394.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -4.4% | -2.7% | -1.6% | -3.8% |
| 30D | +9.3% | -2.0% | +11.3% | +9.8% |
| 3M | +32.0% | +18.4% | +13.5% | +26.3% |
| 6M | -6.4% | +8.9% | -15.3% | -9.1% |
| YTD | +3.1% | -8.9% | +12.1% | +3.9% |
| 1Y | +77.6% | -15.9% | +93.4% | +81.9% |
| 3Y | +392.8% | -1.1% | +393.9% | +361.8% |
| All | +392.8% | -1.3% | +394.1% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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