+93.5%
HL vs SM
+1,360.8%
-1,267.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.7% | -2.4% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -16.2% | -17.3% | +1.2% | -13.6% |
| 3M | -20.5% | -3.6% | -16.9% | -21.0% |
| 6M | -31.7% | +2.9% | -34.6% | -34.1% |
| YTD | -26.4% | +70.2% | -96.6% | -37.7% |
| 1Y | -4.3% | +66.5% | -70.8% | -18.8% |
| 3Y | +276.9% | -8.2% | +285.1% | +252.6% |
| 5Y | +124.1% | -1.5% | +125.5% | +99.1% |
| 10Y | +144.6% | +11.9% | +132.7% | +32.8% |
| All | +93.5% | +1,360.8% | -1,267.3% | -24.1% |
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