+295.1%
HL vs AS
+142.2%
+152.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.7% |
| 7D | +13.8% | +5.8% | +8.0% | +12.3% |
| 30D | -9.7% | +15.4% | -25.1% | -13.0% |
| 3M | -8.5% | -11.9% | +3.4% | -5.7% |
| 6M | -17.2% | -9.9% | -7.3% | -15.4% |
| YTD | -19.6% | -13.1% | -6.6% | -17.3% |
| 1Y | +11.1% | +9.9% | +1.2% | +9.2% |
| All | +295.1% | +142.2% | +152.9% | +183.1% |
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