-19.9%
NOW vs HL
+247.8%
-267.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | +0.3% | -11.1% | +11.4% | +0.9% |
| 30D | -27.0% | -12.1% | -14.9% | -26.4% |
| 3M | -19.6% | -26.1% | +6.5% | -18.6% |
| 6M | +17.5% | -37.7% | +55.2% | +19.7% |
| YTD | -33.3% | -31.7% | -1.6% | -33.0% |
| 1Y | -39.8% | -11.6% | -28.2% | -40.8% |
| 3Y | -19.9% | +249.6% | -269.6% | -31.0% |
| All | -19.9% | +247.8% | -267.7% | -31.0% |
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