+249.6%
HL vs Z
-18.1%
+267.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -2.6% |
| 7D | -11.1% | +0.8% | -12.0% | -11.2% |
| 30D | -12.1% | +5.2% | -17.3% | -13.2% |
| 3M | -26.1% | -17.0% | -9.1% | -23.6% |
| 6M | -37.7% | -22.7% | -15.1% | -34.9% |
| YTD | -31.7% | -56.3% | +24.6% | -19.9% |
| 1Y | -11.6% | -57.7% | +46.0% | +4.3% |
| 3Y | +249.6% | -16.5% | +266.2% | +191.7% |
| All | +249.6% | -18.1% | +267.8% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling