+117.0%
HL vs AG
+264.0%
-147.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.3% | -0.2% | -1.8% |
| 7D | -7.6% | -6.0% | -1.6% | -3.3% |
| 30D | -17.5% | -14.3% | -3.2% | -7.4% |
| 3M | -26.2% | -26.9% | +0.7% | -6.9% |
| 6M | -35.1% | -42.1% | +7.0% | -3.2% |
| YTD | -30.4% | -15.9% | -14.5% | -20.1% |
| 1Y | -14.0% | +11.5% | -25.5% | -18.6% |
| 3Y | +256.3% | +208.0% | +48.3% | +57.5% |
| 5Y | +112.5% | +2.4% | +110.1% | +91.5% |
| 10Y | +131.3% | +77.0% | +54.3% | +41.5% |
| All | +117.0% | +264.0% | -147.1% | -48.1% |
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