+135.5%
HL vs AMC
-98.7%
+234.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.8% | -9.0% | -7.3% |
| 7D | +8.2% | +5.5% | +2.7% | +8.1% |
| 30D | -16.3% | +16.1% | -32.4% | -16.4% |
| 3M | -18.6% | +43.0% | -61.5% | -19.0% |
| 6M | -23.2% | +130.7% | -153.8% | -24.2% |
| YTD | -25.5% | +121.8% | -147.3% | -26.5% |
| 1Y | -4.8% | +40.7% | -45.4% | -5.6% |
| 3Y | +281.4% | -56.8% | +338.2% | +280.2% |
| 5Y | +137.8% | -99.1% | +236.9% | +140.3% |
| 10Y | +135.5% | -98.7% | +234.1% | +118.2% |
| All | +135.5% | -98.7% | +234.2% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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