+199.8%
TER vs HL
+134.7%
+65.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +6.3% |
| 7D | +0.6% | +1.5% | -0.9% | -0.1% |
| 30D | -8.3% | +25.1% | -33.4% | -16.2% |
| 3M | -12.2% | +22.9% | -35.1% | -19.7% |
| 6M | +17.0% | -4.9% | +21.9% | +13.7% |
| YTD | +84.6% | +7.8% | +76.8% | +73.7% |
| 1Y | +199.8% | +133.9% | +65.9% | +159.9% |
| All | +199.8% | +134.7% | +65.1% | +159.9% |
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