+417.9%
HL vs ALLE
+327.3%
+90.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +8.9% | -0.6% | +9.5% | +9.3% |
| 30D | -10.1% | +25.3% | -35.4% | -19.2% |
| 3M | -7.0% | +10.3% | -17.3% | -11.5% |
| 6M | -18.8% | +38.0% | -56.8% | -30.5% |
| YTD | -23.1% | +17.8% | -40.9% | -29.3% |
| 1Y | +8.9% | +13.6% | -4.7% | +2.0% |
| 3Y | +255.0% | +89.2% | +165.8% | +161.3% |
| 5Y | +151.5% | +51.1% | +100.4% | +99.9% |
| 10Y | +138.4% | +228.1% | -89.7% | +46.1% |
| All | +417.9% | +327.3% | +90.6% | +194.1% |
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 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