+392.8%
HL vs SMR
+44.5%
+348.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.7% | +14.5% | +0.9% |
| 7D | -4.4% | -11.2% | +6.9% | -3.2% |
| 30D | +9.3% | -10.2% | +19.5% | +10.5% |
| 3M | +32.0% | -10.0% | +42.0% | +32.8% |
| 6M | -6.4% | -30.5% | +24.0% | -3.3% |
| YTD | +3.1% | -39.2% | +42.4% | +8.1% |
| 1Y | +77.6% | -75.5% | +153.1% | +99.9% |
| 3Y | +392.8% | +45.4% | +347.4% | +280.9% |
| All | +392.8% | +44.5% | +348.4% | +280.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling