+4,361.3%
HLIO vs SPY
+1,602.5%
+2,758.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -13.1% | +0.1% | -13.1% | -13.1% |
| 3M | -16.5% | +2.0% | -18.5% | -18.0% |
| 6M | +2.6% | +13.0% | -10.4% | -9.0% |
| YTD | +34.5% | +13.5% | +21.0% | +18.7% |
| 1Y | +32.2% | +20.0% | +12.2% | +10.6% |
| 3Y | +23.9% | +77.2% | -53.3% | -29.0% |
| 5Y | -12.4% | +81.9% | -94.3% | -50.7% |
| 10Y | +148.9% | +314.1% | -165.2% | -33.3% |
| All | +4,361.3% | +1,602.5% | +2,758.8% | +607.9% |
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 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