+25.0%
HL vs GFS
+15.5%
+9.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -5.9% | +19.1% | +15.0% |
| 7D | +0.2% | -12.5% | +12.7% | +4.3% |
| 30D | -12.1% | -16.9% | +4.8% | -7.1% |
| 3M | -2.8% | -22.3% | +19.4% | +4.1% |
| 6M | -14.9% | -40.2% | +25.3% | -1.7% |
| YTD | -22.0% | +16.0% | -38.0% | -26.0% |
| 1Y | +25.0% | +17.7% | +7.3% | +16.6% |
| All | +25.0% | +15.5% | +9.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling