+130.0%
HL vs AG
+76.0%
+54.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | 0.0% |
| 7D | -11.1% | -10.0% | -1.2% | -3.3% |
| 30D | -12.1% | -10.5% | -1.6% | -3.5% |
| 3M | -26.1% | -27.3% | +1.2% | -3.9% |
| 6M | -37.7% | -43.0% | +5.2% | -1.9% |
| YTD | -31.7% | -17.9% | -13.8% | -20.0% |
| 1Y | -11.6% | +11.9% | -23.6% | -18.7% |
| 3Y | +249.6% | +201.8% | +47.8% | +34.2% |
| 5Y | +108.5% | -0.1% | +108.6% | +80.0% |
| All | +130.0% | +76.0% | +54.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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