+278.0%
HL vs AS
+134.9%
+143.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +8.9% | +6.9% | +2.0% | +7.2% |
| 30D | -10.1% | +16.0% | -26.1% | -13.4% |
| 3M | -7.0% | -12.8% | +5.8% | -3.9% |
| 6M | -18.8% | -15.4% | -3.4% | -15.7% |
| YTD | -23.1% | -15.7% | -7.4% | -20.2% |
| 1Y | +8.9% | +6.1% | +2.8% | +7.9% |
| All | +278.0% | +134.9% | +143.1% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling