+605.6%
HL vs AR
-27.2%
+632.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +1.5% | +2.5% | -1.0% | +0.9% |
| 30D | +25.1% | +14.8% | +10.3% | +21.1% |
| 3M | +22.9% | +6.2% | +16.7% | +20.7% |
| 6M | -4.9% | +4.3% | -9.2% | -7.1% |
| YTD | +7.8% | +14.4% | -6.5% | +3.0% |
| 1Y | +133.9% | +21.3% | +112.6% | +119.0% |
| 3Y | +380.9% | +39.8% | +341.1% | +324.7% |
| 5Y | +230.2% | +142.1% | +88.1% | +149.7% |
| 10Y | +265.6% | +52.0% | +213.5% | +211.2% |
| All | +605.6% | -27.2% | +632.8% | +582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling