+281.4%
HL vs GD
+59.9%
+221.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -7.9% |
| 7D | +8.2% | -1.9% | +10.1% | +8.9% |
| 30D | -16.3% | +10.9% | -27.2% | -20.8% |
| 3M | -18.6% | -6.8% | -11.8% | -16.0% |
| 6M | -23.2% | +7.0% | -30.2% | -26.6% |
| YTD | -25.5% | +11.1% | -36.6% | -29.9% |
| 1Y | -4.8% | +7.0% | -11.8% | -8.7% |
| All | +281.4% | +59.9% | +221.5% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling