+77.6%
HL vs AME
+29.6%
+48.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -4.2% |
| 7D | -4.4% | +1.7% | -6.1% | -6.0% |
| 30D | +9.3% | -6.4% | +15.7% | +16.3% |
| 3M | +32.0% | +7.1% | +24.9% | +22.4% |
| 6M | -6.4% | +8.2% | -14.6% | -14.3% |
| YTD | +3.1% | +18.2% | -15.0% | -7.8% |
| 1Y | +77.6% | +26.7% | +50.8% | +59.5% |
| All | +77.6% | +29.6% | +48.0% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling