+476.7%
HL vs SPOT
+216.9%
+259.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -4.4% | -3.1% | -1.3% | -3.7% |
| 30D | +9.3% | +7.4% | +1.9% | +7.4% |
| 3M | +32.0% | +8.2% | +23.8% | +29.1% |
| 6M | -6.4% | +2.2% | -8.7% | -7.9% |
| YTD | +3.1% | -9.5% | +12.6% | +3.7% |
| 1Y | +77.6% | -23.8% | +101.4% | +85.5% |
| 3Y | +392.8% | +233.5% | +159.4% | +249.0% |
| 5Y | +234.1% | +112.2% | +121.9% | +144.2% |
| All | +476.7% | +216.9% | +259.8% | +270.5% |
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