+130.0%
HL vs SO
+197.2%
-67.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.4% |
| 7D | -11.1% | +1.4% | -12.5% | -11.6% |
| 30D | -12.1% | +4.7% | -16.8% | -14.1% |
| 3M | -26.1% | +1.7% | -27.8% | -26.9% |
| 6M | -37.7% | +2.2% | -39.9% | -38.9% |
| YTD | -31.7% | +10.0% | -41.7% | -35.5% |
| 1Y | -11.6% | +6.0% | -17.7% | -15.1% |
| 3Y | +249.6% | +54.1% | +195.5% | +175.4% |
| 5Y | +108.5% | +79.6% | +28.9% | +54.3% |
| All | +130.0% | +197.2% | -67.2% | +47.3% |
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