+37,168.6%
ADI vs HL
+60.3%
+37,108.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.3% |
| 7D | +2.4% | +7.1% | -4.6% | +2.0% |
| 30D | -6.6% | +21.4% | -28.0% | -7.8% |
| 3M | -9.8% | +37.4% | -47.2% | -11.7% |
| 6M | +15.7% | +0.4% | +15.3% | +15.2% |
| YTD | +35.1% | +6.7% | +28.4% | +33.5% |
| 1Y | +47.7% | +102.4% | -54.7% | +40.1% |
| 3Y | +114.5% | +417.4% | -303.0% | +90.6% |
| 5Y | +141.2% | +243.3% | -102.1% | +116.4% |
| 10Y | +611.3% | +242.6% | +368.8% | +510.5% |
| All | +37,168.6% | +60.3% | +37,108.4% | +31,601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling