+135.5%
HL vs ALLE
+217.2%
-81.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.7% | -7.0% |
| 7D | +8.2% | +0.1% | +8.1% | +8.3% |
| 30D | -16.3% | +25.9% | -42.2% | -25.5% |
| 3M | -18.6% | +14.9% | -33.4% | -24.2% |
| 6M | -23.2% | +42.1% | -65.3% | -35.9% |
| YTD | -25.5% | +20.4% | -45.9% | -32.6% |
| 1Y | -4.8% | +14.9% | -19.6% | -11.7% |
| 3Y | +281.4% | +90.1% | +191.3% | +172.2% |
| 5Y | +137.8% | +53.0% | +84.9% | +83.8% |
| 10Y | +135.5% | +208.8% | -73.4% | +46.3% |
| All | +135.5% | +217.2% | -81.8% | +46.3% |
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 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