+6.6%
AMD vs HL
-20.5%
+27.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +10.1% |
| 7D | -11.0% | +8.9% | -20.0% | -14.4% |
| 30D | -30.5% | -10.1% | -20.4% | -27.0% |
| 3M | -8.2% | -7.0% | -1.2% | -9.1% |
| 6M | +6.6% | -18.8% | +25.3% | +9.7% |
| All | +6.6% | -20.5% | +27.1% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling