+281.9%
HL vs SPOT
+269.3%
+12.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -2.4% |
| 7D | -11.1% | +1.6% | -12.7% | -11.4% |
| 30D | -12.1% | +16.9% | -29.0% | -15.5% |
| 3M | -26.1% | +23.0% | -49.1% | -30.1% |
| 6M | -37.7% | +42.2% | -79.9% | -43.5% |
| YTD | -31.7% | +5.5% | -37.2% | -34.2% |
| 1Y | -11.6% | -5.1% | -6.6% | -12.7% |
| 3Y | +249.6% | +257.9% | -8.3% | +143.3% |
| 5Y | +108.5% | +118.4% | -9.8% | +50.3% |
| All | +281.9% | +269.3% | +12.7% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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