+256.9%
HL vs SPYG
+424.6%
-167.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.9% |
| 7D | -4.4% | -0.9% | -3.5% | -3.6% |
| 30D | +9.3% | -1.5% | +10.8% | +10.9% |
| 3M | +32.0% | +3.7% | +28.2% | +28.3% |
| 6M | -6.4% | +16.4% | -22.9% | -16.8% |
| YTD | +3.1% | +13.3% | -10.2% | -5.9% |
| 1Y | +77.6% | +17.9% | +59.7% | +57.2% |
| 3Y | +392.8% | +98.3% | +294.5% | +175.9% |
| 5Y | +234.1% | +86.4% | +147.7% | +93.1% |
| All | +256.9% | +424.6% | -167.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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