+54.0%
HL vs TRV
+6,607.4%
-6,553.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | +12.7% | -1.8% | +14.6% | +13.1% |
| 3M | +42.5% | +21.6% | +20.9% | +36.0% |
| 6M | -9.0% | +22.5% | -31.5% | -13.6% |
| YTD | +4.4% | +28.1% | -23.8% | -2.0% |
| 1Y | +82.7% | +37.0% | +45.6% | +68.4% |
| 3Y | +406.3% | +141.9% | +264.4% | +305.9% |
| 5Y | +238.2% | +158.5% | +79.7% | +165.5% |
| 10Y | +268.9% | +297.5% | -28.7% | +159.0% |
| All | +54.0% | +6,607.4% | -6,553.4% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling