+14,183.4%
TER vs HL
+62.0%
+14,121.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.8% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | -8.3% | +25.1% | -33.3% | -10.7% |
| 3M | -12.2% | +22.9% | -35.1% | -14.2% |
| 6M | +17.1% | -4.9% | +22.0% | +17.5% |
| YTD | +84.7% | +7.8% | +76.8% | +82.3% |
| 1Y | +199.9% | +133.9% | +66.0% | +172.5% |
| 3Y | +232.8% | +380.9% | -148.1% | +175.8% |
| 5Y | +198.6% | +230.2% | -31.6% | +151.6% |
| 10Y | +1,669.7% | +265.6% | +1,404.2% | +1,265.6% |
| All | +14,183.4% | +62.0% | +14,121.4% | +9,997.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling