+626.7%
HL vs ALLE
+260.9%
+365.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.7% |
| 30D | +25.1% | -6.8% | +31.9% | +29.1% |
| 3M | +22.9% | +21.0% | +1.9% | +12.2% |
| 6M | -4.9% | +1.1% | -6.0% | -5.8% |
| YTD | +7.8% | -0.5% | +8.4% | +7.7% |
| 1Y | +133.9% | -7.3% | +141.1% | +140.8% |
| 3Y | +380.9% | +42.3% | +338.6% | +303.9% |
| 5Y | +230.2% | +13.5% | +216.7% | +198.2% |
| 10Y | +265.6% | +144.0% | +121.5% | +152.2% |
| All | +626.7% | +260.9% | +365.8% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling