+419.5%
HL vs Z
-37.2%
+456.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +0.4% | -7.1% | +7.4% | +1.9% |
| 30D | +18.8% | -4.8% | +23.6% | +19.9% |
| 3M | +43.7% | -9.3% | +53.1% | +46.0% |
| 6M | -1.0% | -29.0% | +27.9% | +5.3% |
| YTD | +8.7% | -52.9% | +61.6% | +26.1% |
| 1Y | +105.0% | -63.1% | +168.1% | +150.0% |
| All | +419.5% | -37.2% | +456.7% | +337.4% |
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