+256.9%
HL vs SNY
+64.5%
+192.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -4.4% | -3.3% | -1.0% | -2.9% |
| 30D | +9.3% | -2.2% | +11.5% | +10.4% |
| 3M | +32.0% | -3.0% | +35.0% | +33.4% |
| 6M | -6.4% | +2.7% | -9.2% | -8.4% |
| YTD | +3.1% | -6.8% | +10.0% | +5.8% |
| 1Y | +77.6% | -5.3% | +82.8% | +80.2% |
| 3Y | +392.8% | -9.8% | +402.6% | +387.4% |
| 5Y | +234.1% | +9.7% | +224.4% | +183.0% |
| All | +256.9% | +64.5% | +192.4% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling