+148.3%
HL vs SN
+673.1%
-524.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -5.6% | +3.5% | -9.1% | -6.3% |
| 30D | -16.2% | +19.4% | -35.6% | -19.9% |
| 3M | -20.5% | +20.9% | -41.4% | -24.5% |
| 6M | -31.7% | +111.1% | -142.8% | -44.0% |
| YTD | -26.4% | +102.8% | -129.2% | -39.3% |
| 1Y | -4.3% | +146.2% | -150.5% | -24.4% |
| 3Y | +276.9% | +441.4% | -164.6% | +148.8% |
| All | +148.3% | +673.1% | -524.8% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling