+183.4%
HL vs SM
+1,608.3%
-1,424.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +25.1% | +26.3% | -1.3% | +18.8% |
| 3M | +22.9% | +8.7% | +14.2% | +19.3% |
| 6M | -4.9% | +51.7% | -56.6% | -15.9% |
| YTD | +7.8% | +99.0% | -91.2% | -10.6% |
| 1Y | +133.9% | +34.6% | +99.3% | +110.1% |
| 3Y | +380.9% | -7.8% | +388.7% | +355.6% |
| 5Y | +230.2% | +104.8% | +125.4% | +152.1% |
| 10Y | +265.6% | +7.2% | +258.3% | +104.7% |
| All | +183.4% | +1,608.3% | -1,424.9% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling