+2,841.0%
GE vs HL
+2.6%
+2,838.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +2.7% | -11.1% | +13.8% | +3.3% |
| 30D | +8.1% | -12.1% | +20.2% | +8.8% |
| 3M | -7.9% | -26.1% | +18.2% | -6.5% |
| 6M | +12.9% | -37.7% | +50.6% | +15.3% |
| YTD | +8.2% | -31.7% | +39.9% | +9.3% |
| 1Y | +9.7% | -11.6% | +21.3% | +9.2% |
| 3Y | +266.1% | +249.6% | +16.5% | +233.0% |
| 5Y | +407.4% | +108.5% | +298.9% | +367.9% |
| 10Y | +150.3% | +127.0% | +23.3% | +119.7% |
| All | +2,841.0% | +2.6% | +2,838.4% | +2,585.8% |
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