+398.8%
HL vs SPYM
+75.9%
+322.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.1% |
| 7D | -5.6% | -2.0% | -3.6% | -2.8% |
| 30D | +12.7% | -1.6% | +14.4% | +15.6% |
| 3M | +42.5% | +4.7% | +37.8% | +34.8% |
| 6M | -9.0% | +12.6% | -21.6% | -20.4% |
| YTD | +4.4% | +11.8% | -7.4% | -7.5% |
| 1Y | +82.7% | +17.5% | +65.1% | +53.6% |
| All | +398.8% | +75.9% | +322.9% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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