+200.8%
HLAL vs SPY
+180.6%
+20.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.5% |
| 7D | -1.4% | -0.9% | -0.5% | -0.4% |
| 30D | -6.8% | -2.4% | -4.5% | -4.5% |
| 3M | -2.7% | -1.2% | -1.5% | -1.4% |
| 6M | +0.8% | +3.3% | -2.5% | -2.1% |
| YTD | +14.2% | +12.3% | +1.9% | +2.2% |
| 1Y | +15.2% | +12.4% | +2.8% | +3.0% |
| 3Y | +68.9% | +78.8% | -10.0% | -4.0% |
| 5Y | +78.2% | +75.2% | +3.1% | +3.3% |
| All | +200.8% | +180.6% | +20.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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