+25.0%
HL vs ADSK
-10.6%
+35.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +7.0% | +6.1% | +12.9% |
| 7D | +0.2% | +11.4% | -11.2% | +0.1% |
| 30D | -12.1% | +21.9% | -34.0% | -12.3% |
| 3M | -2.8% | +13.9% | -16.7% | -2.2% |
| 6M | -14.9% | +9.1% | -24.0% | -13.0% |
| YTD | -22.0% | -8.8% | -13.3% | -6.7% |
| 1Y | +25.0% | -10.2% | +35.2% | +55.2% |
| All | +25.0% | -10.6% | +35.7% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling