-37.7%
HL vs AG
-43.2%
+5.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | +0.5% |
| 7D | -11.1% | -10.0% | -1.2% | -1.4% |
| 30D | -12.1% | -10.5% | -1.6% | -1.7% |
| 3M | -26.1% | -27.3% | +1.2% | +0.8% |
| 6M | -37.7% | -43.0% | +5.2% | +5.0% |
| All | -37.7% | -43.2% | +5.5% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling