+149.4%
HL vs GD
+94.5%
+54.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | +8.9% | -5.0% | +13.9% | +11.8% |
| 30D | -10.1% | +8.9% | -19.0% | -15.0% |
| 3M | -7.0% | -8.0% | +1.0% | -3.1% |
| 6M | -18.8% | +2.9% | -21.7% | -21.3% |
| YTD | -23.1% | +7.1% | -30.2% | -27.3% |
| 1Y | +8.9% | +5.9% | +3.0% | +3.7% |
| 3Y | +255.0% | +53.9% | +201.2% | +156.4% |
| All | +149.4% | +94.5% | +54.9% | +65.9% |
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