+384.5%
ALAB vs HL
+413.0%
-28.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.5% |
| 7D | +9.6% | +0.4% | +9.2% | +9.5% |
| 30D | -5.3% | +18.8% | -24.1% | -10.5% |
| 3M | -12.0% | +43.7% | -55.8% | -21.5% |
| 6M | +145.7% | -1.0% | +146.8% | +139.6% |
| YTD | +80.7% | +8.7% | +71.9% | +71.4% |
| 1Y | +40.1% | +105.0% | -64.9% | +11.2% |
| All | +384.5% | +413.0% | -28.5% | +254.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling