+59.1%
HL vs AA
+295.2%
-236.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.6% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | +25.1% | +5.0% | +20.1% | +22.5% |
| 3M | +22.9% | -35.8% | +58.7% | +47.4% |
| 6M | -4.9% | -18.4% | +13.5% | +2.2% |
| YTD | +7.8% | -5.5% | +13.3% | +9.2% |
| 1Y | +133.9% | +61.0% | +72.9% | +89.6% |
| 3Y | +380.9% | +66.2% | +314.7% | +264.1% |
| 5Y | +230.2% | +11.4% | +218.8% | +171.2% |
| 10Y | +265.6% | +116.9% | +148.7% | +88.2% |
| All | +59.1% | +295.2% | -236.0% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling