+149.4%
HL vs ALLE
+49.9%
+99.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.5% |
| 7D | +8.9% | -0.6% | +9.5% | +9.3% |
| 30D | -10.1% | +25.3% | -35.4% | -20.3% |
| 3M | -7.0% | +10.3% | -17.3% | -12.0% |
| 6M | -18.8% | +38.0% | -56.8% | -31.9% |
| YTD | -23.1% | +17.8% | -40.9% | -29.9% |
| 1Y | +8.9% | +13.6% | -4.7% | +1.3% |
| 3Y | +255.0% | +89.2% | +165.8% | +145.3% |
| All | +149.4% | +49.9% | +99.5% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling