+635.3%
HL vs SPYM
+820.0%
-184.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.5% |
| 7D | +0.4% | -0.4% | +0.7% | +0.8% |
| 30D | +18.8% | -1.4% | +20.2% | +21.0% |
| 3M | +43.7% | +3.7% | +40.0% | +38.6% |
| 6M | -1.0% | +13.0% | -14.1% | -12.9% |
| YTD | +8.7% | +12.5% | -3.7% | -3.3% |
| 1Y | +105.0% | +18.6% | +86.4% | +72.2% |
| 3Y | +427.3% | +78.0% | +349.2% | +174.6% |
| 5Y | +249.3% | +82.3% | +167.0% | +77.1% |
| 10Y | +284.2% | +322.9% | -38.7% | -30.9% |
| All | +635.3% | +820.0% | -184.7% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling