+256.9%
HL vs ALM
+2,589.2%
-2,332.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.4% |
| 7D | -4.4% | -11.8% | +7.5% | -3.0% |
| 30D | +9.3% | +7.8% | +1.5% | +8.2% |
| 3M | +32.0% | -9.3% | +41.2% | +32.7% |
| 6M | -6.4% | -30.5% | +24.0% | -3.7% |
| YTD | +3.1% | +75.8% | -72.7% | -2.7% |
| 1Y | +77.6% | +241.2% | -163.6% | +56.8% |
| 3Y | +392.8% | +1,872.6% | -1,479.8% | +270.2% |
| 5Y | +234.1% | +849.6% | -615.5% | +158.2% |
| All | +256.9% | +2,589.2% | -2,332.3% | +164.5% |
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