+11.2%
HL vs GD
+20,112.4%
-20,101.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.7% |
| 7D | 0.0% | -3.9% | +3.9% | +1.0% |
| 30D | -15.5% | +8.1% | -23.6% | -17.4% |
| 3M | -12.6% | -6.8% | -5.8% | -11.3% |
| 6M | -15.2% | +3.0% | -18.2% | -16.3% |
| YTD | -24.7% | +7.8% | -32.4% | -26.4% |
| 1Y | +19.4% | +5.8% | +13.6% | +17.1% |
| 3Y | +236.8% | +55.3% | +181.5% | +197.8% |
| 5Y | +146.5% | +96.7% | +49.8% | +106.2% |
| 10Y | +133.7% | +195.4% | -61.7% | +74.9% |
| All | +11.2% | +20,112.4% | -20,101.2% | -46.6% |
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