+398.8%
HL vs GH
+367.9%
+30.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.4% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | +12.7% | -3.7% | +16.4% | +13.8% |
| 3M | +42.5% | +21.7% | +20.8% | +35.0% |
| 6M | -9.0% | +75.7% | -84.7% | -21.9% |
| YTD | +4.4% | +55.7% | -51.3% | -7.7% |
| 1Y | +82.7% | +181.1% | -98.5% | +39.0% |
| All | +398.8% | +367.9% | +30.9% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling