+256.9%
HL vs ALL
+365.1%
-108.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -4.4% | -2.3% | -2.1% | -3.7% |
| 30D | +9.3% | -0.4% | +9.7% | +9.3% |
| 3M | +32.0% | +16.0% | +16.0% | +24.9% |
| 6M | -6.4% | +24.6% | -31.0% | -14.2% |
| YTD | +3.1% | +23.7% | -20.5% | -5.8% |
| 1Y | +77.6% | +27.7% | +49.8% | +59.5% |
| 3Y | +392.8% | +150.2% | +242.6% | +227.9% |
| 5Y | +234.1% | +117.1% | +117.0% | +130.3% |
| All | +256.9% | +365.1% | -108.2% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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