+243.3%
HL vs ALC
-15.6%
+259.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +7.1% | -3.7% | +10.7% | +9.2% |
| 30D | +21.4% | -3.7% | +25.2% | +23.8% |
| 3M | +37.4% | +4.6% | +32.9% | +33.4% |
| 6M | +0.4% | -14.6% | +15.0% | +7.9% |
| YTD | +6.7% | -11.9% | +18.5% | +12.5% |
| 1Y | +102.4% | -13.1% | +115.5% | +114.6% |
| 3Y | +417.4% | -15.0% | +432.4% | +435.8% |
| 5Y | +243.3% | -16.2% | +259.5% | +221.7% |
| All | +243.3% | -15.6% | +259.0% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling