+660.9%
HLI vs SPY
+338.1%
+322.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +1.5% | -0.4% | +1.9% | +1.9% |
| 30D | +10.2% | -1.4% | +11.6% | +11.5% |
| 3M | -3.6% | +3.7% | -7.3% | -6.4% |
| 6M | -6.9% | +13.0% | -19.9% | -15.7% |
| YTD | -21.3% | +12.4% | -33.7% | -28.3% |
| 1Y | -30.0% | +18.5% | -48.6% | -39.0% |
| 3Y | +35.7% | +77.6% | -42.0% | -13.1% |
| 5Y | +64.5% | +81.7% | -17.2% | +3.6% |
| 10Y | +581.8% | +319.7% | +262.2% | +129.0% |
| All | +660.9% | +338.1% | +322.8% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling