+9.9%
HL vs SO
+6,358.4%
-6,348.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | +8.2% | -0.1% | +8.3% | +8.2% |
| 30D | -16.3% | +8.7% | -25.0% | -18.5% |
| 3M | -18.6% | +3.4% | -21.9% | -19.5% |
| 6M | -23.2% | +3.7% | -26.9% | -24.4% |
| YTD | -25.5% | +10.0% | -35.5% | -28.0% |
| 1Y | -4.8% | +6.6% | -11.4% | -7.2% |
| 3Y | +281.4% | +52.5% | +228.9% | +233.1% |
| 5Y | +137.8% | +76.1% | +61.8% | +100.5% |
| 10Y | +135.5% | +194.9% | -59.4% | +74.5% |
| All | +9.9% | +6,358.4% | -6,348.5% | +28.5% |
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