+105.0%
HL vs SN
+47.1%
+57.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.3% |
| 7D | +0.4% | -3.4% | +3.8% | +1.8% |
| 30D | +18.8% | -9.1% | +27.9% | +23.5% |
| 3M | +43.7% | +31.8% | +11.9% | +26.4% |
| 6M | -1.0% | +52.0% | -53.1% | -19.4% |
| YTD | +8.7% | +51.3% | -42.6% | -12.1% |
| 1Y | +105.0% | +46.9% | +58.1% | +42.8% |
| All | +105.0% | +47.1% | +57.9% | +42.8% |
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