+998.2%
C vs HL
+15.5%
+982.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -2.4% | +8.9% | -11.3% | -3.2% |
| 30D | -6.0% | -10.1% | +4.1% | -5.2% |
| 3M | -10.5% | -7.0% | -3.5% | -10.4% |
| 6M | -5.7% | -18.8% | +13.0% | -4.8% |
| YTD | +4.1% | -23.1% | +27.3% | +4.8% |
| 1Y | +20.5% | +8.9% | +11.6% | +17.5% |
| 3Y | +208.1% | +255.0% | -46.9% | +164.4% |
| 5Y | +110.4% | +151.5% | -41.0% | +82.2% |
| 10Y | +234.6% | +138.4% | +96.2% | +169.4% |
| All | +998.2% | +15.5% | +982.8% | +687.4% |
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