+112.5%
NET vs HL
+235.4%
-123.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | -7.0% | +1.5% | -8.4% | -7.4% |
| 30D | -4.8% | +25.1% | -29.8% | -9.9% |
| 3M | +3.8% | +22.9% | -19.1% | -2.0% |
| 6M | +50.0% | -4.9% | +55.0% | +47.9% |
| YTD | +41.5% | +7.8% | +33.6% | +31.1% |
| 1Y | +32.8% | +133.9% | -101.1% | -3.4% |
| 3Y | +335.9% | +380.9% | -45.0% | +129.1% |
| All | +112.5% | +235.4% | -123.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling