+804.7%
HLT vs GD
+443.0%
+361.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +15.1% | +9.5% | +5.6% | +9.5% |
| 3M | +19.8% | -5.8% | +25.7% | +23.4% |
| 6M | +19.6% | +7.7% | +11.8% | +14.0% |
| YTD | +31.4% | +11.1% | +20.3% | +21.9% |
| 1Y | +38.0% | +6.1% | +31.9% | +31.3% |
| 3Y | +134.7% | +59.8% | +74.8% | +72.3% |
| 5Y | +166.2% | +104.6% | +61.5% | +63.6% |
| 10Y | +705.6% | +170.6% | +535.0% | +291.9% |
| All | +804.7% | +443.0% | +361.7% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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