+155.5%
HLIO vs SPY
+322.5%
-167.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +2.7% |
| 7D | -1.3% | -0.8% | -0.6% | -0.3% |
| 30D | -12.6% | -1.1% | -11.5% | -11.3% |
| 3M | -15.4% | +3.9% | -19.2% | -19.3% |
| 6M | +4.8% | +13.6% | -8.8% | -10.6% |
| YTD | +32.7% | +12.7% | +20.0% | +14.5% |
| 1Y | +27.2% | +17.5% | +9.7% | +4.3% |
| 3Y | +27.2% | +76.9% | -49.7% | -37.0% |
| 5Y | -13.7% | +83.6% | -97.3% | -59.1% |
| All | +155.5% | +322.5% | -167.0% | -63.1% |
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