+29.9%
MCHP vs HL
+22.6%
+7.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +13.2% | -16.5% | -6.3% |
| 7D | -5.4% | +0.2% | -5.6% | -5.6% |
| 30D | -7.5% | -12.1% | +4.6% | -5.0% |
| 3M | -6.0% | -2.8% | -3.2% | -6.2% |
| 6M | -20.1% | -14.9% | -5.1% | -18.8% |
| YTD | +20.2% | -22.0% | +42.3% | +19.7% |
| 1Y | +29.9% | +25.0% | +4.9% | +25.4% |
| All | +29.9% | +22.6% | +7.4% | +25.4% |
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