-31.7%
HL vs ALB
-54.1%
+22.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.9% |
| 7D | -5.6% | +1.1% | -6.6% | -6.1% |
| 30D | -16.2% | -2.6% | -13.6% | -14.9% |
| 3M | -20.5% | -25.6% | +5.1% | -7.3% |
| 6M | -31.7% | -54.0% | +22.4% | +30.7% |
| All | -31.7% | -54.1% | +22.4% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling