+405.9%
GE vs HL
+114.5%
+291.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -2.8% |
| 7D | +5.1% | -7.6% | +12.7% | +6.2% |
| 30D | +7.6% | -17.5% | +25.0% | +9.9% |
| 3M | -9.3% | -26.2% | +16.9% | -6.5% |
| 6M | +11.5% | -35.1% | +46.6% | +16.2% |
| YTD | +7.9% | -30.4% | +38.3% | +9.5% |
| 1Y | +7.6% | -14.0% | +21.6% | +5.9% |
| 3Y | +265.9% | +256.3% | +9.5% | +178.0% |
| 5Y | +405.9% | +112.5% | +293.4% | +329.2% |
| All | +405.9% | +114.5% | +291.4% | +329.2% |
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