+3.1%
HD vs HL
+411.0%
-408.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -1.2% | +7.1% | -8.2% | -1.7% |
| 30D | -11.1% | +21.4% | -32.6% | -12.5% |
| 3M | +2.0% | +37.4% | -35.4% | -0.5% |
| 6M | -10.5% | +0.4% | -10.9% | -11.1% |
| YTD | -6.9% | +6.7% | -13.5% | -8.5% |
| 1Y | -23.2% | +102.4% | -125.5% | -28.4% |
| 3Y | +3.1% | +417.4% | -414.3% | -15.6% |
| All | +3.1% | +411.0% | -408.0% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling