+57.4%
HL vs GIS
+1,482.6%
-1,425.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +7.1% | -8.3% | +15.3% | +8.2% |
| 30D | +21.4% | +2.2% | +19.3% | +21.1% |
| 3M | +37.4% | +15.7% | +21.7% | +34.5% |
| 6M | +0.4% | -12.0% | +12.4% | +1.8% |
| YTD | +6.7% | -15.0% | +21.7% | +8.5% |
| 1Y | +102.4% | -20.1% | +122.5% | +106.9% |
| 3Y | +417.4% | -34.6% | +452.0% | +440.7% |
| 5Y | +243.3% | -22.8% | +266.2% | +249.4% |
| 10Y | +242.6% | -18.5% | +261.0% | +244.7% |
| All | +57.4% | +1,482.6% | -1,425.2% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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