+238.2%
HL vs AA
+5.3%
+232.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.8% | -1.7% |
| 7D | -5.6% | -5.4% | -0.2% | -3.2% |
| 30D | +12.7% | -10.7% | +23.4% | +18.7% |
| 3M | +42.5% | -26.2% | +68.7% | +62.8% |
| 6M | -9.0% | -20.9% | +11.9% | -0.3% |
| YTD | +4.4% | -8.6% | +13.0% | +7.3% |
| 1Y | +82.7% | +57.4% | +25.3% | +47.1% |
| 3Y | +406.3% | +77.8% | +328.5% | +263.3% |
| 5Y | +238.2% | +2.7% | +235.5% | +196.3% |
| All | +238.2% | +5.3% | +232.8% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling