+59.1%
HL vs GD
+20,186.5%
-20,127.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | +1.5% | -5.3% | +6.7% | +3.0% |
| 30D | +25.1% | -6.4% | +31.5% | +27.2% |
| 3M | +22.9% | +5.7% | +17.2% | +20.9% |
| 6M | -4.9% | -0.9% | -4.0% | -5.0% |
| YTD | +7.8% | +8.2% | -0.3% | +5.5% |
| 1Y | +133.9% | +13.4% | +120.5% | +125.8% |
| 3Y | +380.9% | +68.5% | +312.4% | +317.2% |
| 5Y | +230.2% | +97.2% | +133.1% | +176.8% |
| 10Y | +265.6% | +190.2% | +75.4% | +175.6% |
| All | +59.1% | +20,186.5% | -20,127.4% | -23.4% |
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