-31.3%
TER vs HL
-35.8%
+4.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.5% |
| 7D | +14.4% | -11.1% | +25.5% | +21.1% |
| 30D | -30.6% | -12.1% | -18.5% | -25.8% |
| 3M | -39.2% | -26.1% | -13.1% | -29.8% |
| 6M | -31.3% | -37.7% | +6.5% | -9.0% |
| All | -31.3% | -35.8% | +4.5% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling