+252.1%
HL vs SN
+453.9%
-201.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.9% |
| 7D | -5.6% | -7.2% | +1.6% | -3.7% |
| 30D | +12.7% | -13.4% | +26.1% | +17.0% |
| 3M | +42.5% | +26.8% | +15.7% | +33.7% |
| 6M | -9.0% | +44.6% | -53.6% | -17.9% |
| YTD | +4.4% | +45.3% | -40.9% | -6.0% |
| 1Y | +82.7% | +40.1% | +42.6% | +64.6% |
| 3Y | +406.3% | +375.3% | +31.0% | +265.0% |
| All | +252.1% | +453.9% | -201.8% | +152.2% |
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