+77.4%
IBM vs HL
+418.2%
-340.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.3% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +1.5% | +18.8% | -17.3% | +0.6% |
| 3M | -12.9% | +43.7% | -56.6% | -14.8% |
| 6M | -3.9% | -1.0% | -2.9% | -4.2% |
| YTD | -17.3% | +8.7% | -26.1% | -18.8% |
| 1Y | -5.0% | +105.0% | -110.0% | -11.3% |
| All | +77.4% | +418.2% | -340.8% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling