+130.0%
HL vs ALM
+2,100.8%
-1,970.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.6% | -2.9% |
| 7D | -11.1% | +1.2% | -12.4% | -11.3% |
| 30D | -12.1% | -19.3% | +7.3% | -9.7% |
| 3M | -26.1% | -40.6% | +14.6% | -21.4% |
| 6M | -37.7% | -57.9% | +20.2% | -31.4% |
| YTD | -31.7% | -6.7% | -25.0% | -30.5% |
| 1Y | -11.6% | +20.2% | -31.8% | -12.5% |
| 3Y | +249.6% | +879.4% | -629.8% | +185.9% |
| 5Y | +108.5% | +415.3% | -306.8% | +73.8% |
| All | +130.0% | +2,100.8% | -1,970.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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