+249.3%
HL vs ALM
+958.0%
-708.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.7% |
| 7D | +0.4% | +3.6% | -3.2% | -0.4% |
| 30D | +18.8% | +33.8% | -15.0% | +12.2% |
| 3M | +43.7% | +14.8% | +28.9% | +38.6% |
| 6M | -1.0% | -7.0% | +5.9% | -1.9% |
| YTD | +8.7% | +108.1% | -99.3% | -4.3% |
| 1Y | +105.0% | +313.8% | -208.8% | +61.7% |
| 3Y | +427.3% | +2,227.6% | -1,800.3% | +215.2% |
| 5Y | +249.3% | +956.6% | -707.3% | +127.2% |
| All | +249.3% | +958.0% | -708.7% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling