+133.9%
HL vs GTLB
+14.4%
+119.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | +1.5% | +11.1% | -9.6% | +0.2% |
| 30D | +25.1% | +37.8% | -12.8% | +20.8% |
| 3M | +22.9% | +61.6% | -38.7% | +17.2% |
| 6M | -4.9% | +98.9% | -103.8% | -10.5% |
| YTD | +7.8% | +32.8% | -24.9% | +13.4% |
| 1Y | +133.9% | +14.7% | +119.2% | +162.8% |
| All | +133.9% | +14.4% | +119.5% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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