+25.0%
HL vs SM
+70.4%
-45.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -15.3% | +28.5% | +10.2% |
| 7D | +0.2% | -21.5% | +21.7% | -3.3% |
| 30D | -12.1% | -11.4% | -0.7% | -13.8% |
| 3M | -2.8% | +0.6% | -3.5% | -2.3% |
| 6M | -14.9% | +0.2% | -15.2% | -13.6% |
| YTD | -22.0% | +69.7% | -91.7% | -20.4% |
| 1Y | +25.0% | +71.6% | -46.6% | +27.1% |
| All | +25.0% | +70.4% | -45.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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