+228.7%
HL vs GH
+20.8%
+207.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -4.4% | -2.5% | -1.9% | -3.8% |
| 30D | +9.3% | -4.7% | +14.0% | +10.4% |
| 3M | +32.0% | +20.2% | +11.8% | +26.6% |
| 6M | -6.4% | +78.8% | -85.2% | -17.8% |
| YTD | +3.1% | +54.1% | -50.9% | -6.6% |
| 1Y | +77.6% | +177.1% | -99.5% | +42.1% |
| 3Y | +392.8% | +371.6% | +21.2% | +239.2% |
| All | +228.7% | +20.8% | +207.9% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling