+262.1%
HL vs AS
+131.9%
+130.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.5% |
| 7D | -5.6% | -3.0% | -2.5% | -4.7% |
| 30D | -16.2% | +9.6% | -25.7% | -18.0% |
| 3M | -20.5% | -8.2% | -12.3% | -18.8% |
| 6M | -31.7% | -9.9% | -21.7% | -30.1% |
| YTD | -26.4% | -16.8% | -9.6% | -23.3% |
| 1Y | -4.3% | +3.0% | -7.3% | -4.5% |
| All | +262.1% | +131.9% | +130.1% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling