+398.8%
HL vs SO
+43.5%
+355.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | +12.7% | -3.7% | +16.5% | +14.3% |
| 3M | +42.5% | -5.9% | +48.4% | +45.2% |
| 6M | -9.0% | -7.3% | -1.7% | -6.8% |
| YTD | +4.4% | +3.1% | +1.3% | +1.3% |
| 1Y | +82.7% | -1.0% | +83.7% | +80.4% |
| All | +398.8% | +43.5% | +355.4% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling