+144.8%
IBM vs HL
+136.8%
+8.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | -1.0% |
| 7D | -0.3% | -7.6% | +7.3% | +0.3% |
| 30D | +6.8% | -17.5% | +24.2% | +8.1% |
| 3M | +4.4% | -26.2% | +30.6% | +6.4% |
| 6M | +13.2% | -35.1% | +48.3% | +16.0% |
| YTD | -15.1% | -30.4% | +15.3% | -14.4% |
| 1Y | -20.2% | -14.0% | -6.2% | -21.0% |
| 3Y | +79.3% | +256.3% | -177.0% | +53.4% |
| 5Y | +147.5% | +112.5% | +35.0% | +115.7% |
| All | +144.8% | +136.8% | +8.0% | +87.0% |
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