-15.3%
HL vs SUNB
+1.6%
-16.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | -0.3% |
| 7D | +0.4% | +9.4% | -9.0% | -3.1% |
| 30D | +18.8% | -6.9% | +25.7% | +22.2% |
| 3M | +43.7% | -11.3% | +55.0% | +49.6% |
| 6M | -1.0% | -1.8% | +0.7% | +0.2% |
| All | -15.3% | +1.6% | -16.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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