+256.9%
HL vs BG
+166.7%
+90.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.5% |
| 7D | -4.4% | +3.1% | -7.5% | -5.6% |
| 30D | +9.3% | +10.2% | -0.9% | +4.7% |
| 3M | +32.0% | -1.7% | +33.7% | +31.7% |
| 6M | -6.4% | +1.0% | -7.4% | -8.2% |
| YTD | +3.1% | +39.9% | -36.8% | -11.4% |
| 1Y | +77.6% | +53.2% | +24.3% | +46.4% |
| 3Y | +392.8% | +16.3% | +376.6% | +346.4% |
| 5Y | +234.1% | +83.9% | +150.2% | +143.0% |
| All | +256.9% | +166.7% | +90.2% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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