+57.4%
HL vs GAP
+2,253.0%
-2,195.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +7.1% | +1.7% | +5.3% | +6.8% |
| 30D | +21.4% | +9.3% | +12.1% | +19.6% |
| 3M | +37.4% | +6.1% | +31.3% | +35.8% |
| 6M | +0.4% | -2.3% | +2.7% | -0.1% |
| YTD | +6.7% | -10.6% | +17.3% | +7.3% |
| 1Y | +102.4% | -4.4% | +106.8% | +101.3% |
| 3Y | +417.4% | +118.3% | +299.1% | +340.8% |
| 5Y | +243.3% | +12.2% | +231.1% | +208.2% |
| 10Y | +242.6% | +33.7% | +208.8% | +174.6% |
| All | +57.4% | +2,253.0% | -2,195.6% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling