+995.4%
TER vs HL
+132.4%
+863.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.0% |
| 7D | +14.4% | -11.1% | +25.5% | +17.0% |
| 30D | -30.6% | -12.1% | -18.5% | -28.9% |
| 3M | -39.2% | -26.1% | -13.1% | -35.8% |
| 6M | -31.3% | -37.7% | +6.5% | -25.2% |
| YTD | +29.1% | -31.7% | +60.8% | +37.2% |
| 1Y | +47.4% | -11.6% | +59.1% | +49.7% |
| 3Y | +191.2% | +249.6% | -58.4% | +125.8% |
| 5Y | +74.0% | +108.5% | -34.5% | +40.8% |
| All | +995.4% | +132.4% | +863.1% | +630.8% |
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