+133.9%
HL vs AS
-21.9%
+155.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -3.9% |
| 7D | +1.5% | -4.9% | +6.4% | +3.5% |
| 30D | +25.1% | -19.6% | +44.7% | +36.8% |
| 3M | +22.9% | -14.4% | +37.3% | +30.0% |
| 6M | -4.9% | -20.1% | +15.2% | +3.1% |
| YTD | +7.8% | -20.9% | +28.8% | +17.6% |
| 1Y | +133.9% | -21.9% | +155.7% | +163.9% |
| All | +133.9% | -21.9% | +155.8% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling