+130.0%
HL vs AA
+42.1%
+87.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.1% |
| 7D | -11.1% | +0.5% | -11.6% | -11.2% |
| 30D | -12.1% | -0.6% | -11.5% | -11.6% |
| 3M | -26.1% | -19.7% | -6.4% | -18.5% |
| 6M | -37.7% | -41.6% | +3.8% | -21.8% |
| YTD | -31.7% | -24.6% | -7.1% | -23.5% |
| 1Y | -11.6% | +4.9% | -16.5% | -13.7% |
| 3Y | +249.6% | +66.8% | +182.8% | +168.8% |
| 5Y | +108.5% | -19.4% | +127.9% | +99.9% |
| All | +130.0% | +42.1% | +87.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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