+82.7%
HL vs ALB
+68.9%
+13.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -2.4% |
| 7D | -5.6% | -7.6% | +2.0% | -1.8% |
| 30D | +12.7% | -5.6% | +18.4% | +15.3% |
| 3M | +42.5% | -16.8% | +59.4% | +54.6% |
| 6M | -9.0% | -26.3% | +17.3% | +2.5% |
| YTD | +4.4% | -13.2% | +17.6% | +8.5% |
| 1Y | +82.7% | +68.8% | +13.9% | +42.8% |
| All | +82.7% | +68.9% | +13.8% | +42.8% |
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