+25.0%
HL vs XYZ
+19.9%
+5.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +15.3% | -2.1% | +5.7% |
| 7D | +0.2% | +16.5% | -16.3% | -6.8% |
| 30D | -12.1% | +15.0% | -27.1% | -17.8% |
| 3M | -2.8% | +3.5% | -6.4% | -5.0% |
| 6M | -14.9% | +21.9% | -36.8% | -22.3% |
| YTD | -22.0% | +34.6% | -56.7% | -31.6% |
| 1Y | +25.0% | +20.7% | +4.3% | +11.8% |
| All | +25.0% | +19.9% | +5.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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