+0.8%
HL vs AME
+19,084.3%
-19,083.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -11.1% | +5.9% | -17.0% | -12.9% |
| 30D | -12.1% | -1.9% | -10.2% | -11.6% |
| 3M | -26.1% | -5.4% | -20.7% | -24.8% |
| 6M | -37.7% | +4.9% | -42.7% | -38.7% |
| YTD | -31.7% | +18.5% | -50.2% | -35.3% |
| 1Y | -11.6% | +25.5% | -37.1% | -17.8% |
| 3Y | +249.6% | +63.0% | +186.6% | +195.2% |
| 5Y | +108.5% | +78.3% | +30.2% | +70.9% |
| 10Y | +127.0% | +447.1% | -320.1% | +31.1% |
| All | +0.8% | +19,084.3% | -19,083.6% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling