+133.9%
HL vs ADSK
-31.6%
+165.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.8% | -2.2% |
| 7D | +1.5% | -16.4% | +17.9% | +2.0% |
| 30D | +25.1% | -9.2% | +34.3% | +25.8% |
| 3M | +22.9% | -6.7% | +29.6% | +24.7% |
| 6M | -4.9% | -15.5% | +10.6% | -0.4% |
| YTD | +7.8% | -26.4% | +34.2% | +21.6% |
| 1Y | +133.9% | -31.9% | +165.8% | +175.5% |
| All | +133.9% | -31.6% | +165.5% | +175.5% |
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