+70.3%
T vs HL
+273.7%
-203.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +1.5% | -4.4% | +5.8% | +1.7% |
| 30D | +7.5% | +9.3% | -1.8% | +6.8% |
| 3M | +14.8% | +32.0% | -17.2% | +12.8% |
| 6M | -1.7% | -6.4% | +4.7% | -1.9% |
| YTD | +8.7% | +3.1% | +5.6% | +7.1% |
| 1Y | -7.5% | +77.6% | -85.0% | -12.4% |
| 3Y | +110.2% | +392.8% | -282.6% | +80.9% |
| 5Y | +71.6% | +234.1% | -162.5% | +49.0% |
| All | +70.3% | +273.7% | -203.4% | +34.5% |
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