+245.3%
HD vs HL
+129.4%
+115.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -1.2% | -5.6% | +4.4% | -0.7% |
| 30D | +20.9% | -16.2% | +37.0% | +22.5% |
| 3M | -0.2% | -20.5% | +20.3% | +1.4% |
| 6M | +14.5% | -31.7% | +46.2% | +17.3% |
| YTD | +4.3% | -26.4% | +30.7% | +5.2% |
| 1Y | -3.5% | -4.3% | +0.8% | -5.1% |
| 3Y | +30.1% | +276.9% | -246.7% | +9.3% |
| 5Y | +8.5% | +124.1% | -115.6% | -6.9% |
| 10Y | +245.3% | +144.6% | +100.6% | +151.8% |
| All | +245.3% | +129.4% | +115.9% | +151.8% |
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 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