+13.4%
HL vs GD
+19,982.5%
-19,969.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +8.9% | -5.0% | +13.9% | +10.3% |
| 30D | -10.1% | +8.9% | -19.0% | -12.3% |
| 3M | -7.0% | -8.0% | +1.0% | -5.3% |
| 6M | -18.8% | +2.9% | -21.7% | -19.8% |
| YTD | -23.1% | +7.1% | -30.2% | -24.8% |
| 1Y | +8.9% | +5.9% | +3.0% | +6.8% |
| 3Y | +255.0% | +53.9% | +201.2% | +214.6% |
| 5Y | +151.5% | +95.4% | +56.1% | +110.7% |
| 10Y | +138.4% | +193.5% | -55.1% | +78.7% |
| All | +13.4% | +19,982.5% | -19,969.1% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling