+337.5%
AMD vs HL
+235.4%
+102.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.4% |
| 7D | +2.6% | +1.5% | +1.1% | +1.9% |
| 30D | -0.9% | +25.1% | -26.0% | -7.8% |
| 3M | -8.7% | +22.9% | -31.6% | -14.6% |
| 6M | +136.3% | -4.9% | +141.2% | +135.1% |
| YTD | +123.0% | +7.8% | +115.2% | +111.5% |
| 1Y | +195.2% | +133.9% | +61.3% | +126.2% |
| 3Y | +336.3% | +380.9% | -44.6% | +161.9% |
| All | +337.5% | +235.4% | +102.1% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling