+57.4%
HL vs AME
+18,712.2%
-18,654.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +7.1% | +2.8% | +4.3% | +6.0% |
| 30D | +21.4% | -6.3% | +27.7% | +24.1% |
| 3M | +37.4% | +5.4% | +32.0% | +35.0% |
| 6M | +0.4% | +7.4% | -7.0% | -1.8% |
| YTD | +6.7% | +16.2% | -9.5% | +1.9% |
| 1Y | +102.4% | +26.8% | +75.5% | +87.5% |
| 3Y | +417.4% | +57.5% | +359.9% | +341.9% |
| 5Y | +243.3% | +84.8% | +158.5% | +178.4% |
| 10Y | +242.6% | +424.3% | -181.7% | +100.8% |
| All | +57.4% | +18,712.2% | -18,654.8% | -15.6% |
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