+8.1%
HD vs HL
+128.5%
-120.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | 0.0% |
| 7D | +5.2% | +8.2% | -3.0% | +4.4% |
| 30D | +20.7% | -16.3% | +37.0% | +22.3% |
| 3M | +0.8% | -18.6% | +19.4% | +2.2% |
| 6M | +12.2% | -23.2% | +35.4% | +13.7% |
| YTD | +4.2% | -25.5% | +29.7% | +4.9% |
| 1Y | -2.6% | -4.8% | +2.2% | -4.3% |
| 3Y | +30.0% | +281.4% | -251.4% | +5.9% |
| 5Y | +8.1% | +137.8% | -129.7% | -8.5% |
| All | +8.1% | +128.5% | -120.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling