+1,227.8%
BE vs HL
+246.5%
+981.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.7% |
| 7D | +23.9% | +0.4% | +23.5% | +23.6% |
| 30D | +27.8% | +18.8% | +9.0% | +17.6% |
| 3M | +3.7% | +43.7% | -40.0% | -11.9% |
| 6M | +78.0% | -1.0% | +79.0% | +74.8% |
| YTD | +209.9% | +8.7% | +201.2% | +185.6% |
| 1Y | +389.6% | +105.0% | +284.6% | +243.7% |
| 3Y | +1,730.6% | +427.3% | +1,303.3% | +640.8% |
| 5Y | +1,227.8% | +249.3% | +978.5% | +503.9% |
| All | +1,227.8% | +246.5% | +981.4% | +503.9% |
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