+31,139.8%
HD vs HL
+62.0%
+31,077.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | -2.1% | +1.5% | -3.5% | -2.1% |
| 30D | -8.4% | +25.1% | -33.5% | -9.1% |
| 3M | +4.3% | +22.9% | -18.6% | +3.5% |
| 6M | -11.1% | -4.9% | -6.2% | -11.3% |
| YTD | -4.7% | +7.8% | -12.5% | -5.4% |
| 1Y | -19.8% | +133.9% | -153.7% | -22.5% |
| 3Y | +4.1% | +380.9% | -376.8% | -2.5% |
| 5Y | +10.3% | +230.2% | -219.9% | +3.6% |
| 10Y | +203.2% | +265.6% | -62.4% | +176.2% |
| All | +31,139.8% | +62.0% | +31,077.8% | +29,692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling