+1,683.3%
BE vs HL
+418.2%
+1,265.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.6% |
| 7D | +23.9% | +0.4% | +23.5% | +23.6% |
| 30D | +27.8% | +18.8% | +9.0% | +18.5% |
| 3M | +3.7% | +43.7% | -40.0% | -10.6% |
| 6M | +78.0% | -1.0% | +79.0% | +74.4% |
| YTD | +209.9% | +8.7% | +201.2% | +188.0% |
| 1Y | +389.6% | +105.0% | +284.6% | +265.1% |
| All | +1,683.3% | +418.2% | +1,265.1% | +691.0% |
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