-2.6%
HD vs HL
-15.4%
+12.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +1.5% | -11.1% | +12.6% | +2.5% |
| 30D | +18.0% | -12.1% | +30.1% | +19.0% |
| 3M | +2.8% | -26.1% | +28.9% | +4.8% |
| 6M | +17.0% | -37.7% | +54.7% | +20.4% |
| YTD | +3.5% | -31.7% | +35.2% | +3.7% |
| 1Y | -2.6% | -11.6% | +9.1% | -5.3% |
| All | -2.6% | -15.4% | +12.8% | -5.3% |
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