+77.6%
HL vs ZYBT
-79.2%
+156.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -4.4% | -3.7% | -0.6% | -4.4% |
| 30D | +9.3% | 0.0% | +9.3% | +9.3% |
| 3M | +32.0% | +72.2% | -40.2% | +33.1% |
| 6M | -6.4% | +103.1% | -109.6% | -6.6% |
| YTD | +3.1% | +34.8% | -31.6% | +4.4% |
| 1Y | +77.6% | -83.2% | +160.7% | +87.6% |
| All | +77.6% | -79.2% | +156.8% | +87.6% |
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