+232.7%
HL vs TRV
+157.5%
+75.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -5.6% | -1.5% | -4.1% | -5.4% |
| 30D | +12.7% | -1.8% | +14.6% | +13.0% |
| 3M | +42.5% | +21.6% | +20.9% | +37.9% |
| 6M | -9.0% | +22.5% | -31.5% | -12.1% |
| YTD | +4.4% | +28.1% | -23.8% | -0.3% |
| 1Y | +82.7% | +37.0% | +45.6% | +71.3% |
| 3Y | +406.3% | +141.9% | +264.4% | +292.2% |
| All | +232.7% | +157.5% | +75.2% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling