+358.7%
ALAB vs HL
+392.6%
-33.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.3% | -4.2% |
| 7D | +0.6% | -5.6% | +6.2% | +2.3% |
| 30D | -8.8% | +12.7% | -21.5% | -12.5% |
| 3M | -14.0% | +42.5% | -56.5% | -23.0% |
| 6M | +144.3% | -9.0% | +153.3% | +143.9% |
| YTD | +71.0% | +4.4% | +66.6% | +64.3% |
| 1Y | +23.5% | +82.7% | -59.2% | +1.3% |
| All | +358.7% | +392.6% | -33.9% | +239.4% |
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