+256.9%
HL vs AME
+445.1%
-188.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -3.2% |
| 7D | -4.4% | +1.7% | -6.1% | -5.4% |
| 30D | +9.3% | -6.4% | +15.7% | +13.5% |
| 3M | +32.0% | +7.1% | +24.9% | +26.5% |
| 6M | -6.4% | +8.2% | -14.6% | -10.6% |
| YTD | +3.1% | +18.2% | -15.0% | -5.8% |
| 1Y | +77.6% | +26.7% | +50.8% | +55.7% |
| 3Y | +392.8% | +60.7% | +332.1% | +267.8% |
| 5Y | +234.1% | +91.6% | +142.5% | +123.1% |
| All | +256.9% | +445.1% | -188.2% | +69.2% |
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