+256.3%
HL vs SE
+63.8%
+192.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.6% |
| 7D | -7.6% | -1.5% | -6.1% | -7.2% |
| 30D | -17.5% | -22.3% | +4.8% | -12.4% |
| 3M | -26.2% | -41.8% | +15.6% | -16.4% |
| 6M | -35.1% | -22.4% | -12.7% | -31.4% |
| YTD | -30.4% | -41.6% | +11.2% | -22.6% |
| 1Y | -14.0% | -48.0% | +34.1% | -2.7% |
| All | +256.3% | +63.8% | +192.5% | +281.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling