+409.8%
HL vs SPG
+111.6%
+298.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.6% |
| 7D | +7.1% | 0.0% | +7.1% | +7.0% |
| 30D | +21.4% | -4.9% | +26.4% | +24.3% |
| 3M | +37.4% | +3.3% | +34.1% | +34.0% |
| 6M | +0.4% | +11.2% | -10.8% | -6.2% |
| YTD | +6.7% | +17.1% | -10.4% | -3.1% |
| 1Y | +102.4% | +21.6% | +80.8% | +79.2% |
| All | +409.8% | +111.6% | +298.1% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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