+155.1%
HL vs GM
+232.1%
-77.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.9% |
| 7D | -5.6% | -1.1% | -4.6% | -5.4% |
| 30D | +12.7% | -3.4% | +16.2% | +13.9% |
| 3M | +42.5% | +8.7% | +33.8% | +38.5% |
| 6M | -9.0% | +15.4% | -24.4% | -13.5% |
| YTD | +4.4% | +6.6% | -2.2% | +1.3% |
| 1Y | +82.7% | +51.5% | +31.2% | +55.8% |
| 3Y | +406.3% | +169.3% | +236.9% | +237.9% |
| 5Y | +238.2% | +81.6% | +156.6% | +148.4% |
| 10Y | +268.9% | +240.7% | +28.2% | +93.1% |
| All | +155.1% | +232.1% | -77.1% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling