+249.3%
HL vs SM
+119.2%
+130.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +18.8% | +20.3% | -1.5% | +13.9% |
| 3M | +43.7% | +22.9% | +20.8% | +35.2% |
| 6M | -1.0% | +47.8% | -48.9% | -13.4% |
| YTD | +8.7% | +107.5% | -98.7% | -14.4% |
| 1Y | +105.0% | +51.7% | +53.3% | +75.4% |
| 3Y | +427.3% | -0.9% | +428.1% | +393.4% |
| 5Y | +249.3% | +112.2% | +137.0% | +175.9% |
| All | +249.3% | +119.2% | +130.1% | +175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling