+456.9%
HL vs AGI
+5,453.2%
-4,996.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | +0.4% | +2.2% | -1.8% | -0.9% |
| 30D | +18.8% | +11.3% | +7.6% | +12.2% |
| 3M | +43.7% | +5.6% | +38.1% | +39.8% |
| 6M | -1.0% | -27.7% | +26.6% | +20.6% |
| YTD | +8.7% | -4.1% | +12.8% | +13.5% |
| 1Y | +105.0% | +13.8% | +91.2% | +97.1% |
| 3Y | +427.3% | +217.0% | +210.2% | +199.5% |
| 5Y | +249.3% | +404.3% | -155.0% | +60.9% |
| 10Y | +284.2% | +400.5% | -116.3% | +73.6% |
| All | +456.9% | +5,453.2% | -4,996.2% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling