+1,008.9%
BE vs HL
+508.0%
+500.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +10.0% |
| 7D | +29.8% | +7.1% | +22.7% | +26.4% |
| 30D | +26.4% | +21.4% | +4.9% | +16.9% |
| 3M | +9.3% | +37.4% | -28.1% | -3.0% |
| 6M | +105.1% | +0.4% | +104.7% | +102.1% |
| YTD | +219.0% | +6.7% | +212.4% | +202.2% |
| 1Y | +418.8% | +102.4% | +316.4% | +291.7% |
| 3Y | +1,784.6% | +417.4% | +1,367.2% | +849.8% |
| 5Y | +1,251.0% | +243.3% | +1,007.7% | +647.3% |
| All | +1,008.9% | +508.0% | +500.9% | +376.1% |
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 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