+228.7%
HL vs GPN
-44.5%
+273.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -4.3% | 0.0% | -3.3% |
| 30D | +9.3% | 0.0% | +9.3% | +9.2% |
| 3M | +32.0% | +35.8% | -3.8% | +20.9% |
| 6M | -6.4% | +22.0% | -28.4% | -12.0% |
| YTD | +3.1% | +15.2% | -12.1% | -2.0% |
| 1Y | +77.6% | +3.5% | +74.1% | +72.7% |
| 3Y | +392.8% | -26.9% | +419.8% | +426.8% |
| All | +228.7% | -44.5% | +273.2% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling