+133.9%
HL vs ALB
+60.9%
+73.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +2.0% | -0.3% |
| 7D | +1.5% | -8.1% | +9.5% | +5.7% |
| 30D | +25.1% | +6.3% | +18.8% | +20.3% |
| 3M | +22.9% | -23.6% | +46.5% | +39.5% |
| 6M | -4.9% | -24.6% | +19.7% | +5.9% |
| YTD | +7.8% | -10.3% | +18.1% | +11.5% |
| 1Y | +133.9% | +61.5% | +72.4% | +101.9% |
| All | +133.9% | +60.9% | +73.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling