+263.7%
HL vs SN
+490.7%
-227.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +1.5% | -9.3% | +10.8% | +4.1% |
| 30D | +25.1% | -4.8% | +29.8% | +26.6% |
| 3M | +22.9% | +40.4% | -17.5% | +12.2% |
| 6M | -4.9% | +50.9% | -55.9% | -15.2% |
| YTD | +7.8% | +54.9% | -47.1% | -4.5% |
| 1Y | +133.9% | +43.0% | +90.9% | +109.0% |
| 3Y | +380.9% | +391.8% | -10.9% | +240.5% |
| All | +263.7% | +490.7% | -227.0% | +156.2% |
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