+112.9%
HL vs AG
+255.2%
-142.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -0.2% |
| 7D | -11.1% | -10.0% | -1.2% | -4.2% |
| 30D | -12.1% | -10.5% | -1.6% | -4.4% |
| 3M | -26.1% | -27.3% | +1.2% | -6.5% |
| 6M | -37.7% | -43.0% | +5.2% | -6.2% |
| YTD | -31.7% | -17.9% | -13.8% | -20.2% |
| 1Y | -11.6% | +11.9% | -23.6% | -16.6% |
| 3Y | +249.6% | +201.8% | +47.8% | +56.7% |
| 5Y | +108.5% | -0.1% | +108.6% | +91.2% |
| 10Y | +127.0% | +72.7% | +54.3% | +41.3% |
| All | +112.9% | +255.2% | -142.3% | -48.2% |
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