+122.4%
HL vs AMBA
+12.8%
+109.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.7% | +3.3% |
| 7D | +13.8% | 0.0% | +13.9% | +13.7% |
| 30D | -9.7% | -8.6% | -1.1% | -7.9% |
| 3M | -8.5% | -29.0% | +20.4% | -1.6% |
| 6M | -17.2% | -19.2% | +2.1% | -15.9% |
| YTD | -19.6% | -13.0% | -6.7% | -20.4% |
| 1Y | +11.1% | -31.3% | +42.4% | +15.2% |
| 3Y | +299.7% | +28.1% | +271.5% | +245.0% |
| 5Y | +156.5% | -69.4% | +225.9% | +167.5% |
| 10Y | +122.4% | +7.6% | +114.7% | +59.6% |
| All | +122.4% | +12.8% | +109.6% | +59.6% |
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