+147.6%
HL vs AR
+56.5%
+91.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.3% | -7.3% | -3.9% |
| 7D | +8.2% | -5.8% | +13.9% | +9.2% |
| 30D | -16.3% | +4.8% | -21.1% | -17.4% |
| 3M | -18.6% | +1.5% | -20.1% | -19.3% |
| 6M | -23.2% | +4.7% | -27.9% | -24.7% |
| YTD | -25.5% | +9.2% | -34.7% | -28.2% |
| 1Y | -4.8% | +11.2% | -15.9% | -8.8% |
| 3Y | +281.4% | +46.2% | +235.2% | +236.4% |
| 5Y | +137.8% | +98.1% | +39.8% | +93.2% |
| All | +147.6% | +56.5% | +91.1% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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