+134.4%
HL vs GD
+165.4%
-31.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -4.9% |
| 7D | -7.6% | +1.9% | -9.5% | -8.4% |
| 30D | -17.5% | +9.2% | -26.7% | -21.3% |
| 3M | -26.2% | -7.5% | -18.8% | -23.9% |
| 6M | -35.1% | +5.8% | -40.8% | -37.4% |
| YTD | -30.4% | +9.8% | -40.2% | -34.1% |
| 1Y | -14.0% | +5.8% | -19.7% | -17.1% |
| 3Y | +256.3% | +58.0% | +198.3% | +179.7% |
| 5Y | +112.5% | +100.4% | +12.1% | +50.8% |
| All | +134.4% | +165.4% | -31.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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