+256.9%
HL vs PODD
+223.0%
+33.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | -4.4% | -10.5% | +6.2% | -2.0% |
| 30D | +9.3% | -9.0% | +18.3% | +11.4% |
| 3M | +32.0% | -11.5% | +43.5% | +33.2% |
| 6M | -6.4% | -44.7% | +38.3% | +5.2% |
| YTD | +3.1% | -53.6% | +56.7% | +21.1% |
| 1Y | +77.6% | -61.0% | +138.5% | +117.2% |
| 3Y | +392.8% | -24.7% | +417.5% | +398.9% |
| 5Y | +234.1% | -55.5% | +289.6% | +271.1% |
| All | +256.9% | +223.0% | +33.9% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling