+30.0%
HD vs HL
+272.6%
-242.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.1% |
| 7D | +5.2% | +8.2% | -3.0% | +4.6% |
| 30D | +20.7% | -16.3% | +37.0% | +22.0% |
| 3M | +0.8% | -18.6% | +19.4% | +1.9% |
| 6M | +12.2% | -23.2% | +35.4% | +13.4% |
| YTD | +4.2% | -25.5% | +29.7% | +4.8% |
| 1Y | -2.6% | -4.8% | +2.2% | -3.8% |
| 3Y | +30.0% | +281.4% | -251.4% | +6.7% |
| All | +30.0% | +272.6% | -242.5% | +6.7% |
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