+25.0%
HL vs SNY
+2.7%
+22.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.7% | +8.5% | +11.5% |
| 7D | +0.2% | +12.4% | -12.2% | -3.2% |
| 30D | -12.1% | +20.1% | -32.3% | -17.0% |
| 3M | -2.8% | +11.2% | -14.1% | -5.2% |
| 6M | -14.9% | +9.5% | -24.4% | -17.6% |
| YTD | -22.0% | +3.4% | -25.4% | -18.4% |
| 1Y | +25.0% | +2.0% | +23.0% | +34.4% |
| All | +25.0% | +2.7% | +22.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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