+668.0%
BE vs HL
+289.3%
+378.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.2% |
| 7D | +10.8% | -11.1% | +21.9% | +15.8% |
| 30D | -19.8% | -12.1% | -7.7% | -16.0% |
| 3M | -18.7% | -26.1% | +7.4% | -10.1% |
| 6M | -33.7% | -37.7% | +4.0% | -22.2% |
| YTD | +121.0% | -31.7% | +152.7% | +145.7% |
| 1Y | +85.4% | -11.6% | +97.1% | +88.5% |
| 3Y | +1,709.5% | +249.6% | +1,459.9% | +957.7% |
| 5Y | +462.2% | +108.5% | +353.7% | +271.4% |
| All | +668.0% | +289.3% | +378.7% | +287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling