+13.4%
PG vs HL
+235.2%
-221.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -0.8% | -4.4% | +3.6% | -0.7% |
| 30D | +0.8% | +9.3% | -8.5% | +0.6% |
| 3M | -1.3% | +32.0% | -33.3% | -2.1% |
| 6M | -3.8% | -6.4% | +2.6% | -3.8% |
| YTD | +3.6% | +3.1% | +0.5% | +3.2% |
| 1Y | -5.7% | +77.6% | -83.3% | -7.9% |
| 3Y | +1.6% | +392.8% | -391.2% | -6.5% |
| All | +13.4% | +235.2% | -221.8% | +4.0% |
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 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