+228.7%
HL vs AGI
+400.3%
-171.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.9% |
| 7D | -4.4% | -2.7% | -1.6% | -1.6% |
| 30D | +9.3% | +7.2% | +2.1% | +2.1% |
| 3M | +32.0% | +4.3% | +27.7% | +25.4% |
| 6M | -6.4% | -27.1% | +20.7% | +27.7% |
| YTD | +3.1% | -6.6% | +9.7% | +7.6% |
| 1Y | +77.6% | +9.5% | +68.0% | +58.2% |
| 3Y | +392.8% | +208.4% | +184.4% | +50.4% |
| All | +228.7% | +400.3% | -171.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling