-23.1%
HD vs HL
+108.3%
-131.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | -10.8% | +18.8% | -29.7% | -11.7% |
| 3M | -2.7% | +43.7% | -46.4% | -4.7% |
| 6M | -10.3% | -1.0% | -9.2% | -11.0% |
| YTD | -7.8% | +8.7% | -16.5% | -8.9% |
| 1Y | -23.1% | +105.0% | -128.1% | -23.5% |
| All | -23.1% | +108.3% | -131.4% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling