+392.8%
HL vs GM
+166.7%
+226.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -4.4% | -2.4% | -1.9% | -3.9% |
| 30D | +9.3% | -1.1% | +10.4% | +9.5% |
| 3M | +32.0% | +6.1% | +25.9% | +30.2% |
| 6M | -6.4% | +15.0% | -21.4% | -9.1% |
| YTD | +3.1% | +6.0% | -2.8% | +1.4% |
| 1Y | +77.6% | +47.1% | +30.5% | +65.5% |
| 3Y | +392.8% | +170.5% | +222.3% | +245.9% |
| All | +392.8% | +166.7% | +226.1% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling