+256.9%
HL vs SPMO
+517.6%
-260.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.7% |
| 7D | -4.4% | -0.9% | -3.4% | -3.5% |
| 30D | +9.3% | -1.9% | +11.2% | +11.1% |
| 3M | +32.0% | -1.4% | +33.3% | +33.2% |
| 6M | -6.4% | +25.5% | -31.9% | -22.3% |
| YTD | +3.1% | +24.8% | -21.7% | -13.7% |
| 1Y | +77.6% | +24.5% | +53.1% | +49.4% |
| 3Y | +392.8% | +157.1% | +235.7% | +124.0% |
| 5Y | +234.1% | +149.5% | +84.6% | +55.5% |
| All | +256.9% | +517.6% | -260.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling