+133.9%
HL vs SMR
-76.3%
+210.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +1.5% | +4.4% | -2.9% | +0.4% |
| 30D | +25.1% | +3.4% | +21.6% | +23.6% |
| 3M | +22.9% | -19.2% | +42.1% | +27.8% |
| 6M | -4.9% | -22.6% | +17.7% | -1.1% |
| YTD | +7.8% | -31.5% | +39.4% | +16.2% |
| 1Y | +133.9% | -73.1% | +207.0% | +182.8% |
| All | +133.9% | -76.3% | +210.2% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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