+399.5%
HL vs BUD
+217.8%
+181.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.5% |
| 7D | -11.1% | +1.0% | -12.1% | -11.6% |
| 30D | -12.1% | +6.7% | -18.8% | -15.2% |
| 3M | -26.1% | +5.7% | -31.8% | -28.7% |
| 6M | -37.7% | +5.8% | -43.6% | -40.5% |
| YTD | -31.7% | +34.4% | -66.1% | -42.7% |
| 1Y | -11.6% | +33.3% | -44.9% | -25.6% |
| 3Y | +249.6% | +48.8% | +200.8% | +173.1% |
| 5Y | +108.5% | +52.5% | +56.0% | +57.6% |
| 10Y | +127.0% | -4.0% | +130.9% | +100.8% |
| All | +399.5% | +217.8% | +181.7% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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