+82.7%
HL vs SM
+51.5%
+31.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.9% |
| 7D | -5.6% | +2.1% | -7.8% | -5.4% |
| 30D | +12.7% | +18.1% | -5.4% | +15.1% |
| 3M | +42.5% | +17.0% | +25.5% | +46.5% |
| 6M | -9.0% | +55.4% | -64.4% | -5.9% |
| YTD | +4.4% | +108.6% | -104.2% | +5.8% |
| 1Y | +82.7% | +45.7% | +37.0% | +75.8% |
| All | +82.7% | +51.5% | +31.2% | +75.8% |
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