+3,341.8%
V vs HL
+22.9%
+3,318.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +0.9% | -11.1% | +12.0% | +1.9% |
| 30D | +9.0% | -12.1% | +21.1% | +10.0% |
| 3M | +16.7% | -26.1% | +42.8% | +19.2% |
| 6M | +33.4% | -37.7% | +71.2% | +37.5% |
| YTD | +22.4% | -31.7% | +54.0% | +23.7% |
| 1Y | +27.7% | -11.6% | +39.3% | +25.9% |
| 3Y | +78.0% | +249.6% | -171.7% | +49.1% |
| 5Y | +108.5% | +108.5% | 0.0% | +78.8% |
| 10Y | +459.0% | +127.0% | +332.1% | +333.9% |
| All | +3,341.8% | +22.9% | +3,318.9% | +2,065.9% |
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