+122.4%
HL vs GD
+185.2%
-62.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.3% | +3.5% |
| 7D | +13.8% | -3.0% | +16.9% | +15.3% |
| 30D | -9.7% | +9.3% | -19.0% | -13.8% |
| 3M | -8.5% | -7.2% | -1.3% | -5.8% |
| 6M | -17.2% | +5.5% | -22.6% | -20.0% |
| YTD | -19.6% | +9.5% | -29.1% | -23.7% |
| 1Y | +11.1% | +6.4% | +4.7% | +6.9% |
| 3Y | +299.7% | +59.8% | +239.8% | +213.7% |
| 5Y | +156.5% | +98.0% | +58.5% | +84.6% |
| 10Y | +122.4% | +177.4% | -55.0% | +51.3% |
| All | +122.4% | +185.2% | -62.8% | +51.3% |
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