+234.0%
AMD vs HL
+116.7%
+117.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.3% |
| 7D | +10.0% | +7.1% | +3.0% | +7.2% |
| 30D | +4.6% | +21.4% | -16.8% | -3.3% |
| 3M | +3.1% | +37.4% | -34.3% | -9.2% |
| 6M | +162.8% | +0.4% | +162.4% | +152.2% |
| YTD | +136.2% | +6.7% | +129.5% | +120.9% |
| 1Y | +234.0% | +102.4% | +131.7% | +123.8% |
| All | +234.0% | +116.7% | +117.3% | +123.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling