+130.0%
HL vs AME
+444.5%
-314.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -11.1% | +5.9% | -17.0% | -14.1% |
| 30D | -12.1% | -1.9% | -10.2% | -11.4% |
| 3M | -26.1% | -5.4% | -20.7% | -24.0% |
| 6M | -37.7% | +4.9% | -42.7% | -39.6% |
| YTD | -31.7% | +18.5% | -50.2% | -37.9% |
| 1Y | -11.6% | +25.5% | -37.1% | -22.1% |
| 3Y | +249.6% | +63.0% | +186.6% | +158.8% |
| 5Y | +108.5% | +78.3% | +30.2% | +44.8% |
| All | +130.0% | +444.5% | -314.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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