+256.9%
HL vs EQIX
+246.8%
+10.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -4.4% | +0.2% | -4.5% | -4.4% |
| 30D | +9.3% | -2.5% | +11.8% | +10.6% |
| 3M | +32.0% | 0.0% | +32.0% | +31.9% |
| 6M | -6.4% | +7.6% | -14.1% | -9.2% |
| YTD | +3.1% | +37.5% | -34.4% | -11.2% |
| 1Y | +77.6% | +32.9% | +44.7% | +55.4% |
| 3Y | +392.8% | +42.8% | +350.1% | +310.4% |
| 5Y | +234.1% | +35.8% | +198.3% | +176.6% |
| All | +256.9% | +246.8% | +10.1% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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