+764.5%
HL vs ALC
+17.1%
+747.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -2.6% |
| 7D | -5.6% | -7.7% | +2.1% | -1.7% |
| 30D | +12.7% | -11.7% | +24.4% | +20.1% |
| 3M | +42.5% | +0.7% | +41.9% | +41.2% |
| 6M | -9.0% | -17.1% | +8.1% | -1.1% |
| YTD | +4.4% | -15.1% | +19.5% | +11.9% |
| 1Y | +82.7% | -14.1% | +96.8% | +94.1% |
| 3Y | +406.3% | -18.2% | +424.4% | +439.1% |
| 5Y | +238.2% | -19.2% | +257.3% | +252.9% |
| All | +764.5% | +17.1% | +747.5% | +625.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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