+112.8%
HL vs AMBA
-69.7%
+182.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.5% |
| 7D | -11.1% | +2.7% | -13.8% | -11.6% |
| 30D | -12.1% | -2.2% | -9.9% | -11.7% |
| 3M | -26.1% | -26.6% | +0.5% | -21.0% |
| 6M | -37.7% | -26.8% | -11.0% | -35.4% |
| YTD | -31.7% | -15.1% | -16.6% | -32.0% |
| 1Y | -11.6% | -32.3% | +20.6% | -8.3% |
| 3Y | +249.6% | +19.8% | +229.8% | +207.7% |
| All | +112.8% | -69.7% | +182.5% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling