+54.0%
HL vs ADSK
+4,756.5%
-4,702.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.4% |
| 7D | -5.6% | -10.9% | +5.3% | -3.9% |
| 30D | +12.7% | -15.9% | +28.6% | +15.8% |
| 3M | +42.5% | -4.4% | +46.9% | +42.6% |
| 6M | -9.0% | -16.6% | +7.6% | -7.3% |
| YTD | +4.4% | -28.5% | +32.9% | +9.0% |
| 1Y | +82.7% | -34.6% | +117.3% | +93.5% |
| 3Y | +406.3% | -3.5% | +409.7% | +400.2% |
| 5Y | +238.2% | -25.6% | +263.8% | +243.3% |
| 10Y | +268.9% | +216.6% | +52.3% | +206.2% |
| All | +54.0% | +4,756.5% | -4,702.5% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling