+985.9%
HL vs Z
+25.1%
+960.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +1.5% | -3.0% | +4.5% | +2.2% |
| 30D | +25.1% | -4.2% | +29.2% | +26.1% |
| 3M | +22.9% | -3.7% | +26.6% | +23.3% |
| 6M | -4.9% | -24.5% | +19.6% | 0.0% |
| YTD | +7.8% | -49.3% | +57.1% | +22.8% |
| 1Y | +133.9% | -58.7% | +192.6% | +176.6% |
| 3Y | +380.9% | -34.1% | +415.0% | +393.0% |
| 5Y | +230.2% | -64.5% | +294.8% | +259.0% |
| 10Y | +265.6% | -0.5% | +266.1% | +205.7% |
| All | +985.9% | +25.1% | +960.8% | +836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling