+268.1%
HL vs GTLB
-50.0%
+318.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.4% |
| 7D | +7.1% | +4.6% | +2.5% | +6.5% |
| 30D | +21.4% | +21.0% | +0.5% | +18.4% |
| 3M | +37.4% | +51.7% | -14.3% | +30.0% |
| 6M | +0.4% | +89.3% | -88.9% | -8.5% |
| YTD | +6.7% | +25.6% | -18.9% | +2.4% |
| 1Y | +102.4% | -1.5% | +103.9% | +100.2% |
| 3Y | +417.4% | -9.9% | +427.3% | +403.1% |
| All | +268.1% | -50.0% | +318.1% | +252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling