+133.9%
HL vs GAP
+1.5%
+132.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +1.5% | -4.5% | +5.9% | +2.3% |
| 30D | +25.1% | +9.0% | +16.0% | +22.5% |
| 3M | +22.9% | +5.0% | +17.9% | +21.3% |
| 6M | -4.9% | -17.8% | +12.9% | -0.6% |
| YTD | +7.8% | -10.4% | +18.2% | +8.7% |
| 1Y | +133.9% | -3.4% | +137.3% | +138.2% |
| All | +133.9% | +1.5% | +132.4% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling