+2.7%
HL vs SO
+6,277.0%
-6,274.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.0% |
| 7D | -7.6% | -0.9% | -6.7% | -7.3% |
| 30D | -17.5% | +4.9% | -22.4% | -18.8% |
| 3M | -26.2% | +0.8% | -27.0% | -26.5% |
| 6M | -35.1% | +0.6% | -35.6% | -35.5% |
| YTD | -30.4% | +8.7% | -39.0% | -32.5% |
| 1Y | -14.0% | +4.0% | -17.9% | -15.5% |
| 3Y | +256.3% | +50.6% | +205.7% | +212.4% |
| 5Y | +112.5% | +77.5% | +35.0% | +78.9% |
| 10Y | +131.3% | +192.0% | -60.7% | +72.0% |
| All | +2.7% | +6,277.0% | -6,274.3% | +20.5% |
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