+174.7%
HL vs SPY
+3,091.8%
-2,917.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +25.1% | +0.1% | +25.0% | +25.2% |
| 3M | +22.9% | +2.0% | +20.9% | +22.0% |
| 6M | -4.9% | +13.0% | -17.9% | -12.1% |
| YTD | +7.8% | +13.5% | -5.7% | -0.4% |
| 1Y | +133.9% | +20.0% | +113.9% | +108.3% |
| 3Y | +380.9% | +77.2% | +303.7% | +224.3% |
| 5Y | +230.2% | +81.9% | +148.3% | +120.7% |
| 10Y | +265.6% | +314.1% | -48.5% | +45.7% |
| All | +174.7% | +3,091.8% | -2,917.1% | +51.6% |
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