+175.5%
HL vs S
-56.9%
+232.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.2% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | +12.7% | -11.8% | +24.5% | +14.1% |
| 3M | +42.5% | +33.9% | +8.6% | +36.4% |
| 6M | -9.0% | +40.1% | -49.1% | -13.9% |
| YTD | +4.4% | +32.1% | -27.7% | -0.8% |
| 1Y | +82.7% | +11.0% | +71.6% | +77.3% |
| 3Y | +406.3% | +16.9% | +389.3% | +379.9% |
| 5Y | +238.2% | -68.9% | +307.1% | +237.2% |
| All | +175.5% | -56.9% | +232.5% | +178.3% |
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