+133.9%
HL vs SN
+46.4%
+87.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +1.5% | -9.3% | +10.8% | +5.6% |
| 30D | +25.1% | -4.8% | +29.8% | +27.4% |
| 3M | +22.9% | +40.4% | -17.5% | +6.1% |
| 6M | -4.9% | +50.9% | -55.9% | -21.0% |
| YTD | +7.8% | +54.9% | -47.1% | -12.4% |
| 1Y | +133.9% | +43.0% | +90.9% | +52.3% |
| All | +133.9% | +46.4% | +87.5% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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