+1,057.8%
TER vs HL
+136.8%
+921.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.3% |
| 7D | +24.0% | -7.6% | +31.6% | +25.9% |
| 30D | -30.6% | -17.5% | -13.2% | -28.1% |
| 3M | -34.5% | -26.2% | -8.3% | -30.8% |
| 6M | -26.4% | -35.1% | +8.7% | -20.5% |
| YTD | +36.4% | -30.4% | +66.8% | +44.4% |
| 1Y | +47.4% | -14.0% | +61.4% | +50.2% |
| 3Y | +202.6% | +256.3% | -53.8% | +133.6% |
| 5Y | +83.9% | +112.5% | -28.6% | +48.2% |
| All | +1,057.8% | +136.8% | +921.0% | +669.3% |
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