+676.5%
HL vs TRU
+226.0%
+450.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +0.4% | -6.5% | +6.9% | +2.6% |
| 30D | +18.8% | -2.5% | +21.3% | +19.8% |
| 3M | +43.7% | +10.4% | +33.4% | +37.7% |
| 6M | -1.0% | +1.6% | -2.7% | -3.1% |
| YTD | +8.7% | -9.7% | +18.4% | +9.7% |
| 1Y | +105.0% | -17.3% | +122.3% | +111.8% |
| 3Y | +427.3% | -1.8% | +429.1% | +383.7% |
| 5Y | +249.3% | -36.2% | +285.5% | +267.6% |
| 10Y | +284.2% | +143.2% | +140.9% | +142.3% |
| All | +676.5% | +226.0% | +450.5% | +349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling