+133.9%
HL vs GM
+52.7%
+81.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +1.5% | +1.7% | -0.3% | +1.2% |
| 30D | +25.1% | -1.6% | +26.6% | +25.2% |
| 3M | +22.9% | +5.7% | +17.2% | +21.3% |
| 6M | -4.9% | +12.2% | -17.1% | -6.8% |
| YTD | +7.8% | +8.4% | -0.6% | +6.1% |
| 1Y | +133.9% | +52.3% | +81.6% | +185.5% |
| All | +133.9% | +52.7% | +81.2% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling