+261.2%
HL vs A
+247.2%
+14.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.5% |
| 7D | -5.6% | -4.6% | -1.0% | -3.6% |
| 30D | +12.7% | -4.3% | +17.0% | +15.3% |
| 3M | +42.5% | +8.9% | +33.6% | +37.2% |
| 6M | -9.0% | +24.5% | -33.5% | -18.5% |
| YTD | +4.4% | +5.8% | -1.4% | +0.7% |
| 1Y | +82.7% | +16.2% | +66.4% | +67.8% |
| 3Y | +406.3% | +28.5% | +377.8% | +334.3% |
| 5Y | +238.2% | -16.3% | +254.5% | +245.7% |
| All | +261.2% | +247.2% | +14.1% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling