+249.3%
HL vs SPG
+104.0%
+145.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.1% |
| 7D | +0.4% | -1.7% | +2.0% | +1.2% |
| 30D | +18.8% | -6.3% | +25.1% | +22.6% |
| 3M | +43.7% | -2.4% | +46.2% | +44.5% |
| 6M | -1.0% | +9.6% | -10.7% | -6.7% |
| YTD | +8.7% | +14.2% | -5.5% | +0.1% |
| 1Y | +105.0% | +19.3% | +85.7% | +83.7% |
| 3Y | +427.3% | +106.7% | +320.6% | +242.7% |
| 5Y | +249.3% | +104.2% | +145.1% | +121.4% |
| All | +249.3% | +104.0% | +145.3% | +121.4% |
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