+261.2%
HL vs AG
+73.4%
+187.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -0.2% |
| 7D | -5.6% | -5.8% | +0.2% | -1.1% |
| 30D | +12.7% | +6.4% | +6.4% | +8.0% |
| 3M | +42.5% | +28.4% | +14.2% | +18.2% |
| 6M | -9.0% | -24.5% | +15.5% | +12.9% |
| YTD | +4.4% | +21.2% | -16.8% | -10.3% |
| 1Y | +82.7% | +114.1% | -31.4% | -0.1% |
| 3Y | +406.3% | +268.0% | +138.2% | +65.2% |
| 5Y | +238.2% | +67.3% | +170.8% | +94.4% |
| All | +261.2% | +73.4% | +187.8% | +98.4% |
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