-62.2%
ADBE vs HL
+232.7%
-294.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -2.1% |
| 7D | -12.9% | -5.6% | -7.3% | -12.6% |
| 30D | -5.6% | +12.7% | -18.4% | -6.4% |
| 3M | +6.6% | +42.5% | -35.9% | +3.9% |
| 6M | -9.6% | -9.0% | -0.6% | -9.3% |
| YTD | -28.9% | +4.4% | -33.3% | -30.3% |
| 1Y | -28.9% | +82.7% | -111.6% | -34.7% |
| 3Y | -55.6% | +406.3% | -461.9% | -65.5% |
| 5Y | -62.2% | +238.2% | -300.4% | -71.3% |
| All | -62.2% | +232.7% | -294.9% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling