+69.6%
V vs HL
+232.7%
-163.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.2% |
| 7D | -3.0% | -5.6% | +2.6% | -2.8% |
| 30D | +1.2% | +12.7% | -11.5% | +0.5% |
| 3M | +13.9% | +42.5% | -28.6% | +11.4% |
| 6M | +17.2% | -9.0% | +26.2% | +17.4% |
| YTD | +5.3% | +4.4% | +0.9% | +3.8% |
| 1Y | +9.5% | +82.7% | -73.2% | +3.3% |
| 3Y | +51.9% | +406.3% | -354.4% | +27.0% |
| 5Y | +69.6% | +238.2% | -168.6% | +41.6% |
| All | +69.6% | +232.7% | -163.1% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling