+331.2%
HL vs SE
+589.8%
-258.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +1.5% | -6.1% | +7.6% | +2.6% |
| 30D | +25.1% | -2.5% | +27.5% | +25.4% |
| 3M | +22.9% | +21.7% | +1.2% | +18.5% |
| 6M | -4.9% | +27.0% | -31.9% | -9.4% |
| YTD | +7.8% | -12.1% | +20.0% | +9.5% |
| 1Y | +133.9% | -40.9% | +174.8% | +152.4% |
| 3Y | +380.9% | +191.0% | +189.9% | +290.3% |
| 5Y | +230.2% | -68.3% | +298.5% | +255.5% |
| All | +331.2% | +589.8% | -258.6% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling