+131.1%
ADI vs HL
+232.7%
-101.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | -0.4% |
| 7D | +1.3% | -5.6% | +6.9% | +2.3% |
| 30D | -6.0% | +12.7% | -18.7% | -8.2% |
| 3M | -7.7% | +42.5% | -50.2% | -13.7% |
| 6M | +14.0% | -9.0% | +23.0% | +14.0% |
| YTD | +34.4% | +4.4% | +30.0% | +29.6% |
| 1Y | +48.0% | +82.7% | -34.7% | +28.2% |
| 3Y | +113.3% | +406.3% | -293.0% | +46.2% |
| 5Y | +131.1% | +238.2% | -107.1% | +60.6% |
| All | +131.1% | +232.7% | -101.6% | +60.6% |
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