+238.2%
HL vs SPYM
+80.5%
+157.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.2% |
| 7D | -5.6% | -2.0% | -3.6% | -3.2% |
| 30D | +12.7% | -1.6% | +14.4% | +15.3% |
| 3M | +42.5% | +4.7% | +37.8% | +35.6% |
| 6M | -9.0% | +12.6% | -21.6% | -19.5% |
| YTD | +4.4% | +11.8% | -7.4% | -6.5% |
| 1Y | +82.7% | +17.5% | +65.1% | +55.3% |
| 3Y | +406.3% | +77.0% | +329.3% | +171.9% |
| 5Y | +238.2% | +82.6% | +155.6% | +65.2% |
| All | +238.2% | +80.5% | +157.7% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling