-11.6%
HL vs U
+33.7%
-45.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -3.2% |
| 7D | -11.1% | +2.6% | -13.7% | -11.7% |
| 30D | -12.1% | +27.6% | -39.6% | -17.7% |
| 3M | -26.1% | +15.3% | -41.4% | -29.2% |
| 6M | -37.7% | +96.4% | -134.1% | -48.1% |
| YTD | -31.7% | +19.6% | -51.3% | -31.4% |
| 1Y | -11.6% | +42.1% | -53.8% | -16.2% |
| All | -11.6% | +33.7% | -45.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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