+77.6%
HL vs GFS
+47.5%
+30.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | -4.4% | +3.8% | -8.2% | -5.5% |
| 30D | +9.3% | -11.7% | +21.0% | +13.5% |
| 3M | +32.0% | -41.8% | +73.7% | +54.1% |
| 6M | -6.4% | +6.6% | -13.1% | -10.7% |
| YTD | +3.1% | +34.6% | -31.5% | -9.0% |
| 1Y | +77.6% | +46.2% | +31.4% | +49.6% |
| All | +77.6% | +47.5% | +30.0% | +49.6% |
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