+1,381.0%
NET vs HL
+691.4%
+689.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.2% | -15.7% | -4.8% |
| 7D | -16.4% | +0.2% | -16.6% | -16.5% |
| 30D | -25.8% | -12.1% | -13.7% | -24.4% |
| 3M | -11.5% | -2.8% | -8.7% | -12.0% |
| 6M | +18.9% | -14.9% | +33.8% | +19.7% |
| YTD | +35.2% | -22.0% | +57.3% | +34.8% |
| 1Y | +14.5% | +25.0% | -10.6% | +3.6% |
| 3Y | +313.8% | +248.5% | +65.4% | +190.2% |
| 5Y | +32.6% | +168.0% | -135.5% | -5.4% |
| All | +1,381.0% | +691.4% | +689.6% | +750.1% |
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