+261.2%
HL vs Z
-6.2%
+267.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.4% |
| 7D | -5.6% | -11.6% | +6.0% | -3.0% |
| 30D | +12.7% | -8.5% | +21.2% | +14.8% |
| 3M | +42.5% | -7.9% | +50.4% | +44.2% |
| 6M | -9.0% | -29.1% | +20.1% | -2.8% |
| YTD | +4.4% | -54.2% | +58.6% | +22.1% |
| 1Y | +82.7% | -63.5% | +146.2% | +123.6% |
| 3Y | +406.3% | -38.6% | +444.9% | +426.6% |
| 5Y | +238.2% | -66.0% | +304.1% | +271.8% |
| All | +261.2% | -6.2% | +267.4% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling