+301.8%
AMD vs HL
+246.8%
+55.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +10.4% |
| 7D | -11.0% | +8.9% | -20.0% | -13.3% |
| 30D | -30.5% | -10.1% | -20.4% | -28.3% |
| 3M | -8.2% | -7.0% | -1.2% | -7.3% |
| 6M | +6.6% | -18.8% | +25.3% | +11.1% |
| YTD | +109.7% | -23.1% | +132.8% | +118.3% |
| 1Y | +88.9% | +8.9% | +80.0% | +79.7% |
| 3Y | +301.8% | +255.0% | +46.8% | +188.6% |
| All | +301.8% | +246.8% | +55.1% | +188.6% |
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