+392.8%
HL vs SPMO
+155.8%
+237.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.2% |
| 3M | +32.0% | -1.4% | +33.3% | +32.8% |
| 6M | -6.4% | +25.5% | -31.9% | -23.2% |
| YTD | +3.1% | +24.8% | -21.7% | -14.7% |
| 1Y | +77.6% | +24.5% | +53.1% | +47.4% |
| 3Y | +392.8% | +157.1% | +235.7% | +145.4% |
| All | +392.8% | +155.8% | +237.0% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling