+392.8%
HL vs XYZ
+46.8%
+346.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.4% | -4.3% | -0.1% | -2.8% |
| 30D | +9.3% | +1.2% | +8.1% | +8.9% |
| 3M | +32.0% | +14.6% | +17.3% | +25.4% |
| 6M | -6.4% | +22.6% | -29.0% | -13.3% |
| YTD | +3.1% | +21.7% | -18.6% | -4.8% |
| 1Y | +77.6% | +6.7% | +70.9% | +69.3% |
| 3Y | +392.8% | +46.8% | +346.0% | +324.4% |
| All | +392.8% | +46.8% | +346.0% | +324.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling