+256.9%
HL vs ADSK
+222.2%
+34.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | -2.5% | -1.8% | -3.6% |
| 30D | +9.3% | -14.9% | +24.2% | +15.1% |
| 3M | +32.0% | +3.3% | +28.7% | +28.7% |
| 6M | -6.4% | -15.7% | +9.2% | -3.2% |
| YTD | +3.1% | -28.2% | +31.4% | +13.0% |
| 1Y | +77.6% | -34.5% | +112.1% | +101.2% |
| 3Y | +392.8% | -2.9% | +395.7% | +369.8% |
| 5Y | +234.1% | -25.3% | +259.4% | +236.3% |
| All | +256.9% | +222.2% | +34.7% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling