+249.3%
HL vs S
-71.9%
+321.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +18.8% | -12.6% | +31.4% | +20.5% |
| 3M | +43.7% | +27.6% | +16.2% | +38.2% |
| 6M | -1.0% | +35.5% | -36.5% | -6.3% |
| YTD | +8.7% | +29.6% | -20.9% | +3.3% |
| 1Y | +105.0% | +8.1% | +96.9% | +99.4% |
| 3Y | +427.3% | +14.8% | +412.5% | +399.2% |
| 5Y | +249.3% | -70.6% | +319.9% | +254.6% |
| All | +249.3% | -71.9% | +321.2% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling