+133.9%
HL vs SITM
+174.8%
-40.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.5% | -9.0% | -3.8% |
| 7D | +1.5% | +9.7% | -8.2% | -0.5% |
| 30D | +25.1% | +12.7% | +12.4% | +19.8% |
| 3M | +22.9% | -13.4% | +36.3% | +24.1% |
| 6M | -4.9% | +59.6% | -64.5% | -18.2% |
| YTD | +7.8% | +73.3% | -65.5% | -10.3% |
| 1Y | +133.9% | +165.5% | -31.7% | +74.6% |
| All | +133.9% | +174.8% | -40.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling