+2,926.4%
V vs HL
+94.1%
+2,832.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | +2.0% | +25.1% | -23.1% | -0.2% |
| 3M | +17.4% | +22.9% | -5.5% | +14.6% |
| 6M | +17.5% | -4.9% | +22.4% | +16.8% |
| YTD | +7.6% | +7.8% | -0.2% | +5.0% |
| 1Y | +7.7% | +133.9% | -126.2% | -2.9% |
| 3Y | +54.7% | +380.9% | -326.2% | +26.3% |
| 5Y | +73.0% | +230.2% | -157.2% | +42.9% |
| 10Y | +390.9% | +265.6% | +125.3% | +265.5% |
| All | +2,926.4% | +94.1% | +2,832.4% | +1,737.5% |
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