+62.5%
T vs HL
+132.4%
-69.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +2.5% | -11.1% | +13.7% | +3.1% |
| 30D | -3.8% | -12.1% | +8.3% | -3.3% |
| 3M | -8.7% | -26.1% | +17.4% | -7.7% |
| 6M | -8.1% | -37.7% | +29.6% | -6.5% |
| YTD | -6.4% | -31.7% | +25.2% | -6.1% |
| 1Y | -9.8% | -11.6% | +1.9% | -11.0% |
| 3Y | +65.5% | +249.6% | -184.2% | +45.0% |
| 5Y | +57.0% | +108.5% | -51.6% | +39.8% |
| All | +62.5% | +132.4% | -69.9% | +30.7% |
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