+143.4%
HL vs AMBA
+772.6%
-629.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +0.7% |
| 7D | +8.9% | -7.2% | +16.2% | +10.5% |
| 30D | -10.1% | -10.4% | +0.3% | -8.1% |
| 3M | -7.0% | -30.1% | +23.1% | -0.3% |
| 6M | -18.8% | -22.4% | +3.7% | -16.8% |
| YTD | -23.1% | -17.3% | -5.8% | -22.8% |
| 1Y | +8.9% | -35.4% | +44.3% | +14.1% |
| 3Y | +255.0% | +18.6% | +236.4% | +217.4% |
| 5Y | +151.5% | -69.8% | +221.3% | +164.9% |
| 10Y | +138.4% | +1.1% | +137.3% | +86.3% |
| All | +143.4% | +772.6% | -629.1% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling