+112.8%
HL vs GD
+99.6%
+13.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -11.1% | +2.7% | -13.8% | -12.4% |
| 30D | -12.1% | +8.6% | -20.7% | -16.7% |
| 3M | -26.1% | -7.1% | -19.0% | -23.4% |
| 6M | -37.7% | +7.5% | -45.2% | -41.2% |
| YTD | -31.7% | +9.9% | -41.6% | -36.3% |
| 1Y | -11.6% | +7.6% | -19.2% | -16.6% |
| 3Y | +249.6% | +56.2% | +193.4% | +150.1% |
| All | +112.8% | +99.6% | +13.3% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling