+261.2%
HL vs SM
+23.2%
+238.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -5.6% | +2.1% | -7.8% | -6.0% |
| 30D | +12.7% | +18.1% | -5.4% | +9.7% |
| 3M | +42.5% | +17.0% | +25.5% | +37.7% |
| 6M | -9.0% | +55.4% | -64.4% | -17.3% |
| YTD | +4.4% | +108.6% | -104.2% | -10.2% |
| 1Y | +82.7% | +45.7% | +37.0% | +66.3% |
| 3Y | +406.3% | -0.3% | +406.6% | +381.3% |
| 5Y | +238.2% | +113.0% | +125.1% | +180.1% |
| All | +261.2% | +23.2% | +238.0% | +142.0% |
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