+274.5%
HL vs U
-44.5%
+318.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +1.5% | -3.8% | +5.3% | +2.1% |
| 30D | +25.1% | +17.5% | +7.6% | +21.4% |
| 3M | +22.9% | +38.7% | -15.8% | +16.1% |
| 6M | -4.9% | +104.4% | -109.3% | -16.0% |
| YTD | +7.8% | -5.7% | +13.5% | +6.3% |
| 1Y | +133.9% | +3.7% | +130.2% | +124.8% |
| 3Y | +380.9% | +12.3% | +368.6% | +329.5% |
| 5Y | +230.2% | -68.8% | +299.0% | +214.4% |
| All | +274.5% | -44.5% | +318.9% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling