+417.4%
HL vs SN
+430.5%
-13.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +7.1% | +0.1% | +6.9% | +7.0% |
| 30D | +21.4% | -5.6% | +27.0% | +23.5% |
| 3M | +37.4% | +48.1% | -10.6% | +21.3% |
| 6M | +0.4% | +57.6% | -57.2% | -13.5% |
| YTD | +6.7% | +56.5% | -49.8% | -7.9% |
| 1Y | +102.4% | +52.6% | +49.8% | +74.4% |
| 3Y | +417.4% | +412.0% | +5.4% | +195.0% |
| All | +417.4% | +430.5% | -13.0% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling