+357.3%
AMD vs HL
+247.8%
+109.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -8.2% |
| 7D | +18.9% | -11.1% | +30.1% | +23.0% |
| 30D | -6.4% | -12.1% | +5.6% | -2.7% |
| 3M | +10.6% | -26.1% | +36.7% | +19.5% |
| 6M | +19.9% | -37.7% | +57.6% | +34.5% |
| YTD | +149.4% | -31.7% | +181.1% | +168.6% |
| 1Y | +115.4% | -11.6% | +127.0% | +116.1% |
| 3Y | +357.3% | +249.6% | +107.6% | +234.3% |
| All | +357.3% | +247.8% | +109.5% | +234.3% |
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