+266.4%
HL vs AS
+137.8%
+128.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.4% | -6.8% |
| 7D | +8.2% | +4.5% | +3.7% | +7.1% |
| 30D | -16.3% | +13.2% | -29.5% | -18.8% |
| 3M | -18.6% | -11.9% | -6.6% | -16.0% |
| 6M | -23.2% | -11.6% | -11.6% | -21.1% |
| YTD | -25.5% | -14.7% | -10.8% | -22.9% |
| 1Y | -4.8% | +5.7% | -10.5% | -5.6% |
| All | +266.4% | +137.8% | +128.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling