-6.5%
IBM vs HL
+95.3%
-101.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.4% |
| 7D | -0.3% | -5.6% | +5.3% | -0.1% |
| 30D | -1.8% | +12.7% | -14.6% | -2.1% |
| 3M | -13.5% | +42.5% | -56.0% | -14.4% |
| 6M | -5.1% | -9.0% | +3.9% | -5.0% |
| YTD | -19.4% | +4.4% | -23.8% | -20.7% |
| 1Y | -6.5% | +82.7% | -89.2% | -10.4% |
| All | -6.5% | +95.3% | -101.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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