+236.1%
HL vs AG
+445.6%
-209.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.1% |
| 7D | +1.5% | +1.0% | +0.5% | +0.9% |
| 30D | +25.1% | +19.2% | +5.9% | +11.4% |
| 3M | +22.9% | +6.2% | +16.7% | +18.9% |
| 6M | -4.9% | -26.7% | +21.8% | +18.5% |
| YTD | +7.8% | +26.1% | -18.3% | -7.4% |
| 1Y | +133.9% | +131.7% | +2.2% | +31.2% |
| 3Y | +380.9% | +255.3% | +125.6% | +87.8% |
| 5Y | +230.2% | +61.9% | +168.3% | +114.4% |
| 10Y | +265.6% | +72.0% | +193.5% | +116.6% |
| All | +236.1% | +445.6% | -209.5% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling