+194.3%
NOK vs HL
+391.6%
-197.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.0% |
| 7D | +11.0% | -4.4% | +15.3% | +11.7% |
| 30D | +7.8% | +9.3% | -1.5% | +6.0% |
| 3M | -21.0% | +32.0% | -53.0% | -24.7% |
| 6M | +40.9% | -6.4% | +47.3% | +39.9% |
| YTD | +72.0% | +3.1% | +68.9% | +67.1% |
| 1Y | +140.9% | +77.6% | +63.3% | +116.8% |
| 3Y | +194.3% | +392.8% | -198.6% | +126.4% |
| All | +194.3% | +391.6% | -197.4% | +126.4% |
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