+608.6%
HL vs GH
+467.1%
+141.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -4.4% | -2.5% | -1.9% | -3.9% |
| 30D | +9.3% | -4.7% | +14.0% | +10.2% |
| 3M | +32.0% | +20.2% | +11.8% | +27.7% |
| 6M | -6.4% | +78.8% | -85.2% | -15.5% |
| YTD | +3.1% | +54.1% | -50.9% | -4.5% |
| 1Y | +77.6% | +177.1% | -99.5% | +49.2% |
| 3Y | +392.8% | +371.6% | +21.2% | +268.4% |
| 5Y | +234.1% | +21.9% | +212.2% | +173.4% |
| All | +608.6% | +467.1% | +141.5% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling