+59.1%
HL vs SO
+5,976.4%
-5,917.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | +25.1% | -4.6% | +29.6% | +26.7% |
| 3M | +22.9% | -3.0% | +25.9% | +23.6% |
| 6M | -4.9% | -8.3% | +3.3% | -2.9% |
| YTD | +7.8% | +3.5% | +4.3% | +6.2% |
| 1Y | +133.9% | -0.9% | +134.8% | +133.1% |
| 3Y | +380.9% | +45.4% | +335.5% | +327.2% |
| 5Y | +230.2% | +59.6% | +170.6% | +186.7% |
| 10Y | +265.6% | +156.6% | +109.0% | +181.3% |
| All | +59.1% | +5,976.4% | -5,917.2% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling