+419.5%
HL vs AME
+55.9%
+363.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | +0.4% | +1.3% | -0.9% | -0.5% |
| 30D | +18.8% | -6.6% | +25.4% | +23.6% |
| 3M | +43.7% | +3.0% | +40.8% | +41.1% |
| 6M | -1.0% | +5.3% | -6.3% | -4.0% |
| YTD | +8.7% | +15.4% | -6.7% | +2.1% |
| 1Y | +105.0% | +26.8% | +78.2% | +84.8% |
| All | +419.5% | +55.9% | +363.6% | +328.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling