+317.4%
HL vs SE
+562.7%
-245.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.8% |
| 7D | -5.6% | -4.8% | -0.8% | -4.8% |
| 30D | +12.7% | -18.1% | +30.9% | +16.8% |
| 3M | +42.5% | +30.6% | +11.9% | +35.5% |
| 6M | -9.0% | +20.8% | -29.8% | -12.4% |
| YTD | +4.4% | -15.6% | +20.0% | +6.7% |
| 1Y | +82.7% | -44.2% | +126.9% | +99.0% |
| 3Y | +406.3% | +181.5% | +224.7% | +313.3% |
| 5Y | +238.2% | -66.9% | +305.1% | +261.1% |
| All | +317.4% | +562.7% | -245.3% | +195.4% |
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