+52.2%
HL vs GFI
+650.5%
-598.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.4% |
| 7D | -4.4% | -4.9% | +0.5% | -1.2% |
| 30D | +9.3% | +10.7% | -1.4% | +2.4% |
| 3M | +32.0% | +25.6% | +6.4% | +13.6% |
| 6M | -6.4% | -8.3% | +1.8% | -1.2% |
| YTD | +3.1% | +6.3% | -3.2% | -0.3% |
| 1Y | +77.6% | +22.1% | +55.5% | +57.6% |
| 3Y | +392.8% | +289.2% | +103.6% | +94.7% |
| 5Y | +234.1% | +531.7% | -297.6% | -11.0% |
| 10Y | +264.5% | +1,043.8% | -779.3% | -41.8% |
| All | +52.2% | +650.5% | -598.3% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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