+25.0%
HL vs ALLE
+18.6%
+6.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.8% | +11.4% | +12.4% |
| 7D | +0.2% | +6.7% | -6.5% | -2.6% |
| 30D | -12.1% | +25.4% | -37.5% | -21.8% |
| 3M | -2.8% | +16.9% | -19.8% | -9.9% |
| 6M | -14.9% | +46.6% | -61.5% | -32.3% |
| YTD | -22.0% | +22.4% | -44.5% | -27.8% |
| 1Y | +25.0% | +17.7% | +7.3% | +22.3% |
| All | +25.0% | +18.6% | +6.4% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling