+261.2%
HL vs SO
+160.7%
+100.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -5.6% | -1.1% | -4.5% | -5.1% |
| 30D | +12.7% | -3.7% | +16.5% | +14.7% |
| 3M | +42.5% | -5.9% | +48.4% | +46.0% |
| 6M | -9.0% | -7.3% | -1.7% | -6.4% |
| YTD | +4.4% | +3.1% | +1.3% | +1.8% |
| 1Y | +82.7% | -1.0% | +83.7% | +81.3% |
| 3Y | +406.3% | +43.2% | +363.0% | +311.6% |
| 5Y | +238.2% | +59.1% | +179.1% | +162.3% |
| All | +261.2% | +160.7% | +100.5% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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