+1,802.9%
TER vs HL
+278.2%
+1,524.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.8% |
| 7D | +9.4% | -5.6% | +15.0% | +10.6% |
| 30D | -2.4% | +12.7% | -15.2% | -5.0% |
| 3M | +6.5% | +42.5% | -36.0% | -0.8% |
| 6M | +23.2% | -9.0% | +32.2% | +24.4% |
| YTD | +91.5% | +4.4% | +87.1% | +87.6% |
| 1Y | +214.8% | +82.7% | +132.1% | +178.6% |
| 3Y | +275.3% | +406.3% | -130.9% | +170.1% |
| 5Y | +211.9% | +238.2% | -26.3% | +130.8% |
| All | +1,802.9% | +278.2% | +1,524.7% | +1,077.3% |
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