+78.5%
HL vs ALB
+2,835.3%
-2,756.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +2.0% | -0.9% |
| 7D | +1.5% | -8.1% | +9.5% | +4.6% |
| 30D | +25.1% | +6.3% | +18.8% | +21.8% |
| 3M | +22.9% | -23.6% | +46.5% | +34.9% |
| 6M | -4.9% | -24.6% | +19.7% | +3.8% |
| YTD | +7.8% | -10.3% | +18.1% | +11.1% |
| 1Y | +133.9% | +61.5% | +72.4% | +93.1% |
| 3Y | +380.9% | -34.0% | +414.9% | +397.2% |
| 5Y | +230.2% | -44.6% | +274.8% | +242.5% |
| 10Y | +265.6% | +76.1% | +189.5% | +116.4% |
| All | +78.5% | +2,835.3% | -2,756.7% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling