+521.8%
NOW vs HL
+129.4%
+392.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.3% |
| 7D | -5.6% | -5.6% | 0.0% | -5.0% |
| 30D | -26.8% | -16.2% | -10.6% | -25.5% |
| 3M | -19.4% | -20.5% | +1.1% | -17.9% |
| 6M | +12.3% | -31.7% | +44.0% | +15.5% |
| YTD | -32.9% | -26.4% | -6.5% | -32.5% |
| 1Y | -40.3% | -4.3% | -36.0% | -41.9% |
| 3Y | -19.1% | +276.9% | -295.9% | -35.5% |
| 5Y | -24.4% | +124.1% | -148.4% | -37.7% |
| 10Y | +521.8% | +144.6% | +377.2% | +354.6% |
| All | +521.8% | +129.4% | +392.4% | +354.6% |
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