+242.6%
HL vs ALLE
+148.2%
+94.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +7.1% | +2.8% | +4.3% | +5.7% |
| 30D | +21.4% | -7.6% | +29.1% | +26.3% |
| 3M | +37.4% | +22.8% | +14.7% | +23.7% |
| 6M | +0.4% | +4.6% | -4.2% | -2.2% |
| YTD | +6.7% | -1.2% | +7.9% | +6.9% |
| 1Y | +102.4% | -9.1% | +111.5% | +110.7% |
| 3Y | +417.4% | +50.0% | +367.4% | +316.5% |
| 5Y | +243.3% | +15.2% | +228.1% | +204.8% |
| 10Y | +242.6% | +151.1% | +91.5% | +144.6% |
| All | +242.6% | +148.2% | +94.3% | +144.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling