+133.8%
ADI vs HL
+109.2%
+24.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.4% |
| 7D | +9.5% | -11.1% | +20.6% | +11.7% |
| 30D | -1.4% | -12.1% | +10.7% | +0.6% |
| 3M | +4.7% | -26.1% | +30.8% | +9.6% |
| 6M | -7.4% | -37.7% | +30.3% | -1.1% |
| YTD | +48.1% | -31.7% | +79.7% | +53.0% |
| 1Y | +69.6% | -11.6% | +81.3% | +67.2% |
| 3Y | +144.4% | +249.6% | -105.3% | +78.2% |
| All | +133.8% | +109.2% | +24.6% | +85.9% |
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 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