+422.4%
GE vs HL
+232.7%
+189.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.1% |
| 7D | -2.8% | -5.6% | +2.8% | -2.1% |
| 30D | -11.9% | +12.7% | -24.7% | -13.6% |
| 3M | +1.8% | +42.5% | -40.7% | -3.4% |
| 6M | -0.6% | -9.0% | +8.4% | -0.7% |
| YTD | +5.5% | +4.4% | +1.1% | +2.2% |
| 1Y | +15.0% | +82.7% | -67.7% | +2.1% |
| 3Y | +269.5% | +406.3% | -136.8% | +169.1% |
| 5Y | +422.4% | +238.2% | +184.3% | +287.7% |
| All | +422.4% | +232.7% | +189.8% | +287.7% |
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 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