+210.2%
TER vs HL
+274.9%
-64.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.7% |
| 7D | +5.9% | -5.6% | +11.4% | +7.8% |
| 30D | -30.8% | -16.2% | -14.6% | -27.3% |
| 3M | -29.9% | -20.5% | -9.5% | -25.7% |
| 6M | -27.5% | -31.7% | +4.2% | -20.6% |
| YTD | +37.5% | -26.4% | +63.8% | +46.0% |
| 1Y | +50.3% | -4.3% | +54.6% | +50.8% |
| All | +210.2% | +274.9% | -64.7% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling