+249.3%
HL vs SE
-66.7%
+316.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.6% |
| 7D | +0.4% | -3.6% | +4.0% | +1.0% |
| 30D | +18.8% | -5.3% | +24.1% | +19.7% |
| 3M | +43.7% | +28.1% | +15.6% | +37.5% |
| 6M | -1.0% | +20.7% | -21.7% | -4.6% |
| YTD | +8.7% | -14.8% | +23.5% | +10.6% |
| 1Y | +105.0% | -43.6% | +148.6% | +120.7% |
| 3Y | +427.3% | +184.2% | +243.1% | +346.9% |
| 5Y | +249.3% | -66.3% | +315.6% | +245.7% |
| All | +249.3% | -66.7% | +316.0% | +245.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling