+144.6%
HL vs AR
+58.9%
+85.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -5.6% | +2.1% | -7.6% | -6.0% |
| 30D | -16.2% | +4.5% | -20.7% | -17.2% |
| 3M | -20.5% | +1.0% | -21.5% | -21.1% |
| 6M | -31.7% | +4.4% | -36.1% | -33.0% |
| YTD | -26.4% | +10.9% | -37.3% | -29.3% |
| 1Y | -4.3% | +8.6% | -12.9% | -7.9% |
| 3Y | +276.9% | +48.5% | +228.4% | +231.3% |
| 5Y | +124.1% | +95.7% | +28.3% | +82.3% |
| 10Y | +144.6% | +55.5% | +89.2% | +97.5% |
| All | +144.6% | +58.9% | +85.7% | +97.5% |
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