+25.0%
HL vs SMR
-87.0%
+112.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -4.5% | +17.6% | +14.5% |
| 7D | +0.2% | -9.5% | +9.7% | +2.9% |
| 30D | -12.1% | -33.2% | +21.1% | -1.6% |
| 3M | -2.8% | -45.9% | +43.1% | +13.7% |
| 6M | -14.9% | -57.9% | +43.0% | +5.1% |
| YTD | -22.0% | -63.8% | +41.8% | +2.4% |
| 1Y | +25.0% | -85.6% | +110.6% | +78.7% |
| All | +25.0% | -87.0% | +112.0% | +78.7% |
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