+184.6%
HL vs S
-56.8%
+241.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +1.5% | -7.7% | +9.2% | +2.4% |
| 30D | +25.1% | -5.3% | +30.4% | +25.5% |
| 3M | +22.9% | +20.3% | +2.6% | +19.4% |
| 6M | -4.9% | +47.4% | -52.3% | -10.7% |
| YTD | +7.8% | +32.5% | -24.7% | +2.5% |
| 1Y | +133.9% | +9.5% | +124.4% | +127.3% |
| 3Y | +380.9% | +15.5% | +365.4% | +356.4% |
| 5Y | +230.2% | -71.2% | +301.4% | +230.0% |
| All | +184.6% | -56.8% | +241.4% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling