+241.5%
HL vs AMBA
+837.3%
-595.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +1.5% | -11.0% | +12.4% | +3.8% |
| 30D | +25.1% | -23.2% | +48.2% | +31.7% |
| 3M | +22.9% | -12.7% | +35.6% | +23.8% |
| 6M | -4.9% | +11.2% | -16.1% | -9.7% |
| YTD | +7.8% | -11.2% | +19.1% | +6.9% |
| 1Y | +133.9% | -22.5% | +156.4% | +136.5% |
| 3Y | +380.9% | -1.3% | +382.2% | +344.4% |
| 5Y | +230.2% | -54.2% | +284.4% | +220.6% |
| 10Y | +265.6% | -6.1% | +271.7% | +188.3% |
| All | +241.5% | +837.3% | -595.7% | +88.2% |
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