+8.9%
GE vs HL
+22.6%
-13.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +13.2% | -10.4% | +1.3% |
| 7D | +9.4% | +0.2% | +9.2% | +9.2% |
| 30D | +7.5% | -12.1% | +19.7% | +8.7% |
| 3M | -12.5% | -2.8% | -9.7% | -13.3% |
| 6M | +17.8% | -14.9% | +32.7% | +17.9% |
| YTD | +7.4% | -22.0% | +29.5% | +4.9% |
| 1Y | +8.9% | +25.0% | -16.1% | -2.7% |
| All | +8.9% | +22.6% | -13.7% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling