+147.5%
GE vs HL
+273.7%
-126.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -4.0% | -4.4% | +0.4% | -3.5% |
| 30D | -11.4% | +9.3% | -20.7% | -12.6% |
| 3M | -2.6% | +32.0% | -34.6% | -6.1% |
| 6M | -0.3% | -6.4% | +6.1% | -0.6% |
| YTD | +5.4% | +3.1% | +2.2% | +2.9% |
| 1Y | +15.5% | +77.6% | -62.0% | +5.3% |
| 3Y | +260.8% | +392.8% | -132.1% | +184.1% |
| 5Y | +421.6% | +234.1% | +187.5% | +316.4% |
| All | +147.5% | +273.7% | -126.2% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling