+171.0%
HL vs SN
+681.9%
-510.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +3.8% |
| 7D | +13.8% | +7.6% | +6.2% | +11.8% |
| 30D | -9.7% | +24.1% | -33.8% | -14.6% |
| 3M | -8.5% | +23.7% | -32.2% | -13.7% |
| 6M | -17.2% | +105.5% | -122.7% | -31.8% |
| YTD | -19.6% | +105.1% | -124.8% | -34.0% |
| 1Y | +11.1% | +148.3% | -137.2% | -12.4% |
| 3Y | +299.7% | +438.7% | -139.0% | +163.1% |
| All | +171.0% | +681.9% | -510.9% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling