+617.2%
HL vs GH
+473.1%
+144.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.6% |
| 7D | -5.6% | -1.2% | -4.4% | -5.4% |
| 30D | +12.7% | -3.7% | +16.4% | +13.4% |
| 3M | +42.5% | +21.7% | +20.8% | +37.6% |
| 6M | -9.0% | +75.7% | -84.7% | -17.5% |
| YTD | +4.4% | +55.7% | -51.3% | -3.5% |
| 1Y | +82.7% | +181.1% | -98.5% | +53.1% |
| 3Y | +406.3% | +371.6% | +34.7% | +278.3% |
| 5Y | +238.2% | +23.2% | +215.0% | +176.3% |
| All | +617.2% | +473.1% | +144.2% | +413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling