+137.8%
HL vs ALC
-9.1%
+147.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.8% | -6.5% |
| 7D | +8.2% | +2.3% | +5.8% | +7.2% |
| 30D | -16.3% | +15.5% | -31.8% | -22.2% |
| 3M | -18.6% | +0.6% | -19.1% | -18.9% |
| 6M | -23.2% | +18.4% | -41.6% | -30.4% |
| YTD | -25.5% | -5.6% | -19.9% | -24.2% |
| 1Y | -4.8% | 0.0% | -4.8% | -6.5% |
| 3Y | +281.4% | +2.8% | +278.6% | +251.5% |
| 5Y | +137.8% | -8.8% | +146.6% | +121.0% |
| All | +137.8% | -9.1% | +147.0% | +121.0% |
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 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