-37.7%
HL vs SPOT
+41.5%
-79.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -1.7% |
| 7D | -11.1% | +1.6% | -12.7% | -11.0% |
| 30D | -12.1% | +16.9% | -29.0% | -10.4% |
| 3M | -26.1% | +23.0% | -49.1% | -24.6% |
| 6M | -37.7% | +42.2% | -79.9% | -36.8% |
| All | -37.7% | +41.5% | -79.3% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling