+6,351.7%
AMD vs HL
+146.0%
+6,205.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +10.6% |
| 7D | -11.0% | +8.9% | -20.0% | -12.7% |
| 30D | -30.5% | -10.1% | -20.4% | -28.9% |
| 3M | -8.2% | -7.0% | -1.2% | -7.4% |
| 6M | +6.6% | -18.8% | +25.3% | +10.4% |
| YTD | +109.7% | -23.1% | +132.8% | +117.1% |
| 1Y | +88.9% | +8.9% | +80.0% | +82.4% |
| 3Y | +301.8% | +255.0% | +46.8% | +198.3% |
| 5Y | +229.4% | +151.5% | +77.9% | +149.6% |
| All | +6,351.7% | +146.0% | +6,205.7% | +4,267.8% |
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