-26.2%
HL vs Z
-14.7%
-11.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.7% |
| 7D | -7.6% | -4.9% | -2.7% | -5.9% |
| 30D | -17.5% | +3.0% | -20.5% | -18.8% |
| 3M | -26.2% | -13.4% | -12.8% | -23.2% |
| All | -26.2% | -14.7% | -11.6% | -23.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling