+249.6%
HL vs SPY
+78.1%
+171.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | -11.1% | +2.6% | -13.7% | -14.4% |
| 30D | -12.1% | -2.0% | -10.1% | -9.1% |
| 3M | -26.1% | -2.8% | -23.3% | -22.4% |
| 6M | -37.7% | +2.1% | -39.9% | -38.2% |
| YTD | -31.7% | +11.5% | -43.2% | -38.8% |
| 1Y | -11.6% | +13.5% | -25.1% | -22.1% |
| 3Y | +249.6% | +77.7% | +171.9% | +13.8% |
| All | +249.6% | +78.1% | +171.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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