+982.0%
HL vs A
+457.0%
+525.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | +25.1% | +6.9% | +18.1% | +23.5% |
| 3M | +22.9% | +9.2% | +13.7% | +20.7% |
| 6M | -4.9% | +25.7% | -30.6% | -9.7% |
| YTD | +7.8% | +11.5% | -3.7% | +4.9% |
| 1Y | +133.9% | +18.4% | +115.5% | +124.3% |
| 3Y | +380.9% | +26.6% | +354.3% | +353.2% |
| 5Y | +230.2% | -12.8% | +243.0% | +233.2% |
| 10Y | +265.6% | +247.2% | +18.4% | +187.0% |
| All | +982.0% | +457.0% | +525.0% | +589.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling