+242.8%
HL vs GFS
-3.9%
+246.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +7.1% | +2.6% | +4.4% | +6.4% |
| 30D | +21.4% | -16.4% | +37.8% | +26.8% |
| 3M | +37.4% | -41.6% | +79.0% | +55.9% |
| 6M | +0.4% | -3.7% | +4.1% | 0.0% |
| YTD | +6.7% | +29.3% | -22.6% | -1.4% |
| 1Y | +102.4% | +37.1% | +65.2% | +83.8% |
| 3Y | +417.4% | -22.1% | +439.5% | +419.6% |
| All | +242.8% | -3.9% | +246.7% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling