+143.8%
IBM vs HL
+273.7%
-129.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.0% |
| 7D | +3.6% | -4.4% | +7.9% | +3.9% |
| 30D | +3.1% | +9.3% | -6.2% | +2.3% |
| 3M | -10.8% | +32.0% | -42.8% | -13.0% |
| 6M | -0.8% | -6.4% | +5.6% | -1.0% |
| YTD | -16.2% | +3.1% | -19.3% | -17.7% |
| 1Y | -2.9% | +77.6% | -80.4% | -9.2% |
| 3Y | +79.8% | +392.8% | -313.0% | +51.0% |
| 5Y | +124.9% | +234.1% | -109.2% | +90.4% |
| All | +143.8% | +273.7% | -129.9% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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