+281.4%
HL vs ALC
+3.6%
+277.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.8% | -6.7% |
| 7D | +8.2% | +2.3% | +5.8% | +7.4% |
| 30D | -16.3% | +15.5% | -31.8% | -20.9% |
| 3M | -18.6% | +0.6% | -19.1% | -18.7% |
| 6M | -23.2% | +18.4% | -41.6% | -28.9% |
| YTD | -25.5% | -5.6% | -19.9% | -23.7% |
| 1Y | -4.8% | 0.0% | -4.8% | -5.5% |
| 3Y | +281.4% | +2.8% | +278.6% | +236.0% |
| All | +281.4% | +3.6% | +277.8% | +236.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling