+277.2%
TER vs HL
+411.0%
-133.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.5% |
| 7D | +11.0% | +7.1% | +3.9% | +8.8% |
| 30D | -1.9% | +21.4% | -23.3% | -7.4% |
| 3M | -0.7% | +37.4% | -38.1% | -9.4% |
| 6M | +36.4% | +0.4% | +36.0% | +33.7% |
| YTD | +92.4% | +6.7% | +85.8% | +84.7% |
| 1Y | +213.5% | +102.4% | +111.2% | +164.5% |
| 3Y | +277.2% | +417.4% | -140.2% | +163.1% |
| All | +277.2% | +411.0% | -133.8% | +163.1% |
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