+811.1%
HL vs SPMO
+575.0%
+236.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +0.4% | +2.7% | -2.3% | -1.9% |
| 30D | +18.8% | +1.1% | +17.8% | +17.7% |
| 3M | +43.7% | +2.0% | +41.7% | +41.0% |
| 6M | -1.0% | +26.5% | -27.6% | -17.9% |
| YTD | +8.7% | +26.5% | -17.8% | -9.4% |
| 1Y | +105.0% | +27.9% | +77.1% | +69.9% |
| 3Y | +427.3% | +160.4% | +266.9% | +145.3% |
| 5Y | +249.3% | +151.5% | +97.8% | +66.8% |
| 10Y | +284.2% | +526.3% | -242.2% | +36.3% |
| All | +811.1% | +575.0% | +236.0% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling