+112.8%
HL vs SPG
+84.0%
+28.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -11.1% | +2.0% | -13.1% | -12.0% |
| 30D | -12.1% | +17.2% | -29.3% | -19.0% |
| 3M | -26.1% | +6.3% | -32.4% | -28.4% |
| 6M | -37.7% | +18.7% | -56.4% | -43.6% |
| YTD | -31.7% | +30.1% | -61.8% | -41.3% |
| 1Y | -11.6% | +32.8% | -44.4% | -24.9% |
| 3Y | +249.6% | +133.6% | +116.1% | +108.7% |
| All | +112.8% | +84.0% | +28.9% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling