+367.1%
HL vs AU
+751.1%
-384.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -0.4% |
| 7D | -5.6% | -7.0% | +1.4% | +0.2% |
| 30D | +12.7% | +7.3% | +5.5% | +6.2% |
| 3M | +42.5% | +33.2% | +9.3% | +12.3% |
| 6M | -9.0% | -0.6% | -8.4% | -10.0% |
| YTD | +4.4% | +26.2% | -21.8% | -15.0% |
| 1Y | +82.7% | +68.3% | +14.4% | +17.6% |
| 3Y | +406.3% | +592.1% | -185.8% | -8.3% |
| 5Y | +238.2% | +685.3% | -447.1% | -46.9% |
| 10Y | +268.9% | +682.5% | -413.7% | -52.3% |
| All | +367.1% | +751.1% | -384.0% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling