+132.6%
HL vs AMBA
-0.9%
+133.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +0.6% |
| 7D | +8.9% | -7.2% | +16.2% | +10.7% |
| 30D | -10.1% | -10.4% | +0.3% | -7.9% |
| 3M | -7.0% | -30.1% | +23.1% | +0.4% |
| 6M | -18.8% | -22.4% | +3.7% | -16.7% |
| YTD | -23.1% | -17.3% | -5.8% | -23.0% |
| 1Y | +8.9% | -35.4% | +44.3% | +14.5% |
| 3Y | +255.0% | +18.6% | +236.4% | +211.9% |
| 5Y | +151.5% | -69.8% | +221.3% | +162.8% |
| All | +132.6% | -0.9% | +133.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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