+25.0%
HL vs SE
-48.0%
+73.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.5% | +8.7% | +11.3% |
| 7D | +0.2% | +6.7% | -6.5% | -2.3% |
| 30D | -12.1% | -17.2% | +5.1% | -5.4% |
| 3M | -2.8% | -28.0% | +25.2% | +9.8% |
| 6M | -14.9% | -6.1% | -8.8% | -15.5% |
| YTD | -22.0% | -37.1% | +15.1% | -0.8% |
| 1Y | +25.0% | -48.8% | +73.8% | +78.0% |
| All | +25.0% | -48.0% | +73.0% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling