+80.3%
HL vs S
-51.7%
+132.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -11.1% | +2.0% | -13.1% | -11.3% |
| 30D | -12.1% | -2.7% | -9.4% | -11.8% |
| 3M | -26.1% | -6.9% | -19.2% | -25.8% |
| 6M | -37.7% | +38.1% | -75.8% | -40.8% |
| YTD | -31.7% | +48.0% | -79.7% | -36.1% |
| 1Y | -11.6% | +34.5% | -46.1% | -16.5% |
| 3Y | +249.6% | +38.3% | +211.3% | +224.4% |
| 5Y | +108.5% | -70.9% | +179.4% | +104.6% |
| All | +80.3% | -51.7% | +132.0% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling