+10,785.8%
AMD vs HL
+15.5%
+10,770.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +10.8% |
| 7D | -11.0% | +8.9% | -20.0% | -11.9% |
| 30D | -30.5% | -10.1% | -20.4% | -29.6% |
| 3M | -8.2% | -7.0% | -1.2% | -7.7% |
| 6M | +6.6% | -18.8% | +25.3% | +8.7% |
| YTD | +109.7% | -23.1% | +132.8% | +114.0% |
| 1Y | +88.9% | +8.9% | +80.0% | +86.0% |
| 3Y | +301.8% | +255.0% | +46.8% | +245.9% |
| 5Y | +229.4% | +151.5% | +77.9% | +187.8% |
| 10Y | +6,745.1% | +138.4% | +6,606.7% | +5,497.2% |
| All | +10,785.8% | +15.5% | +10,770.4% | +8,259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling