+130.0%
HL vs SM
+18.0%
+112.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -11.1% | +9.4% | -20.5% | -12.5% |
| 30D | -12.1% | -14.4% | +2.3% | -10.6% |
| 3M | -26.1% | +1.6% | -27.7% | -27.1% |
| 6M | -37.7% | +6.3% | -44.1% | -39.7% |
| YTD | -31.7% | +78.8% | -110.5% | -40.3% |
| 1Y | -11.6% | +83.1% | -94.8% | -23.2% |
| 3Y | +249.6% | -5.9% | +255.5% | +232.3% |
| 5Y | +108.5% | +4.8% | +103.7% | +90.9% |
| All | +130.0% | +18.0% | +112.0% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling