+134.4%
HL vs ALB
+34.2%
+100.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.1% |
| 7D | -7.6% | -3.6% | -4.0% | -6.4% |
| 30D | -17.5% | -2.9% | -14.6% | -16.5% |
| 3M | -26.2% | -25.8% | -0.4% | -18.5% |
| 6M | -35.1% | -53.6% | +18.5% | -16.2% |
| YTD | -30.4% | -32.4% | +2.0% | -20.9% |
| 1Y | -14.0% | -13.0% | -0.9% | -9.9% |
| 3Y | +256.3% | -15.0% | +271.3% | +247.4% |
| 5Y | +112.5% | -63.5% | +176.0% | +160.2% |
| All | +134.4% | +34.2% | +100.2% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling