+151.4%
ADBE vs HL
+273.7%
-122.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -5.4% | -4.4% | -1.0% | -5.0% |
| 30D | -2.5% | +9.3% | -11.8% | -3.4% |
| 3M | +15.3% | +32.0% | -16.7% | +12.2% |
| 6M | -7.8% | -6.4% | -1.4% | -8.1% |
| YTD | -27.9% | +3.1% | -31.1% | -29.6% |
| 1Y | -28.0% | +77.6% | -105.6% | -33.9% |
| 3Y | -55.3% | +392.8% | -448.1% | -64.4% |
| 5Y | -61.7% | +234.1% | -295.8% | -69.0% |
| All | +151.4% | +273.7% | -122.3% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling