+144.6%
HL vs GD
+174.7%
-30.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.6% | +0.6% | -6.2% | -5.9% |
| 30D | -16.2% | +9.5% | -25.6% | -20.1% |
| 3M | -20.5% | -5.8% | -14.6% | -18.7% |
| 6M | -31.7% | +7.7% | -39.4% | -34.7% |
| YTD | -26.4% | +11.1% | -37.4% | -30.7% |
| 1Y | -4.3% | +6.1% | -10.4% | -7.9% |
| 3Y | +276.9% | +59.8% | +217.0% | +194.2% |
| 5Y | +124.1% | +104.6% | +19.4% | +57.6% |
| 10Y | +144.6% | +170.6% | -25.9% | +37.0% |
| All | +144.6% | +174.7% | -30.1% | +37.0% |
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