+173.1%
HL vs SE
+363.8%
-190.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -11.1% | -0.5% | -10.6% | -11.0% |
| 30D | -12.1% | -20.9% | +8.9% | -8.3% |
| 3M | -26.1% | -38.9% | +12.8% | -19.4% |
| 6M | -37.7% | -19.4% | -18.3% | -35.5% |
| YTD | -31.7% | -40.9% | +9.2% | -25.6% |
| 1Y | -11.6% | -46.2% | +34.5% | -2.4% |
| 3Y | +249.6% | +63.7% | +185.9% | +214.5% |
| 5Y | +108.5% | -77.9% | +186.4% | +139.9% |
| All | +173.1% | +363.8% | -190.6% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling