+249.3%
HL vs Z
-65.8%
+315.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +0.4% | -7.1% | +7.4% | +2.0% |
| 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% | +5.6% |
| YTD | +8.7% | -52.9% | +61.6% | +26.6% |
| 1Y | +105.0% | -63.1% | +168.1% | +151.1% |
| 3Y | +427.3% | -36.9% | +464.1% | +437.1% |
| 5Y | +249.3% | -65.5% | +314.8% | +229.2% |
| All | +249.3% | -65.8% | +315.1% | +229.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling