+25.0%
HL vs ZYBT
-42.3%
+67.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.2% | +10.9% | +13.2% |
| 7D | +0.2% | -3.5% | +3.7% | +0.2% |
| 30D | -12.1% | +15.1% | -27.2% | -12.1% |
| 3M | -2.8% | +7.0% | -9.9% | -2.8% |
| 6M | -14.9% | +37.7% | -52.6% | -13.4% |
| YTD | -22.0% | +19.1% | -41.2% | -17.4% |
| 1Y | +25.0% | -38.3% | +63.3% | +39.9% |
| All | +25.0% | -42.3% | +67.3% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling