+2,413.6%
IBM vs HL
+62.0%
+2,351.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | +0.3% | +25.1% | -24.8% | -0.6% |
| 3M | -21.6% | +22.9% | -44.5% | -22.3% |
| 6M | -4.7% | -4.9% | +0.2% | -4.9% |
| YTD | -19.1% | +7.8% | -26.9% | -19.8% |
| 1Y | -2.5% | +133.9% | -136.4% | -6.3% |
| 3Y | +74.2% | +380.9% | -306.7% | +61.7% |
| 5Y | +113.1% | +230.2% | -117.1% | +98.6% |
| 10Y | +133.5% | +265.6% | -132.0% | +110.4% |
| All | +2,413.6% | +62.0% | +2,351.6% | +2,284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling