+74.0%
HL vs SPY
+3,034.0%
-2,960.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -11.1% | +2.6% | -13.7% | -12.8% |
| 30D | -12.1% | -2.0% | -10.1% | -10.4% |
| 3M | -26.1% | -2.8% | -23.3% | -24.1% |
| 6M | -37.7% | +2.1% | -39.9% | -37.9% |
| YTD | -31.7% | +11.5% | -43.2% | -35.7% |
| 1Y | -11.6% | +13.5% | -25.1% | -17.7% |
| 3Y | +249.6% | +77.7% | +171.9% | +136.8% |
| 5Y | +108.5% | +72.6% | +35.9% | +45.4% |
| 10Y | +127.0% | +308.2% | -181.2% | -8.3% |
| All | +74.0% | +3,034.0% | -2,960.0% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling