+25.0%
HL vs TRV
+54.4%
-29.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.5% | +9.7% | +14.4% |
| 7D | +0.2% | +3.9% | -3.7% | +1.4% |
| 30D | -12.1% | +13.5% | -25.6% | -7.3% |
| 3M | -2.8% | +8.9% | -11.7% | +0.8% |
| 6M | -14.9% | +36.8% | -51.7% | +0.1% |
| YTD | -22.0% | +42.7% | -64.7% | -4.7% |
| 1Y | +25.0% | +49.9% | -24.8% | +45.3% |
| All | +25.0% | +54.4% | -29.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling