+228.7%
HL vs SITM
+187.3%
+41.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -2.2% |
| 7D | -4.4% | +3.9% | -8.2% | -5.1% |
| 30D | +9.3% | -6.6% | +15.9% | +10.2% |
| 3M | +32.0% | -11.9% | +43.8% | +32.2% |
| 6M | -6.4% | +81.1% | -87.6% | -19.1% |
| YTD | +3.1% | +80.0% | -76.8% | -11.9% |
| 1Y | +77.6% | +145.8% | -68.3% | +41.9% |
| 3Y | +392.8% | +475.9% | -83.1% | +208.7% |
| All | +228.7% | +187.3% | +41.4% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling