+6.2%
HD vs HL
+246.5%
-240.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -10.8% | +18.8% | -29.7% | -12.3% |
| 3M | -2.7% | +43.7% | -46.4% | -6.0% |
| 6M | -10.3% | -1.0% | -9.2% | -11.0% |
| YTD | -7.8% | +8.7% | -16.5% | -9.9% |
| 1Y | -23.1% | +105.0% | -128.1% | -29.6% |
| 3Y | +2.0% | +427.3% | -425.3% | -18.2% |
| 5Y | +6.2% | +249.3% | -243.1% | -14.6% |
| All | +6.2% | +246.5% | -240.2% | -14.6% |
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 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