+132.6%
HL vs GD
+190.6%
-58.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | +8.9% | -5.0% | +13.9% | +11.3% |
| 30D | -10.1% | +8.9% | -19.0% | -14.0% |
| 3M | -7.0% | -8.0% | +1.0% | -3.9% |
| 6M | -18.8% | +2.9% | -21.7% | -20.7% |
| YTD | -23.1% | +7.1% | -30.2% | -26.3% |
| 1Y | +8.9% | +5.9% | +3.0% | +4.9% |
| 3Y | +255.0% | +53.9% | +201.2% | +183.6% |
| 5Y | +151.5% | +95.4% | +56.1% | +82.2% |
| All | +132.6% | +190.6% | -58.0% | +54.5% |
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