-22.6%
HLMN vs SPY
+21.3%
-43.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.1% |
| 7D | -2.2% | +0.3% | -2.4% | -2.4% |
| 30D | -19.2% | +0.2% | -19.5% | -19.4% |
| 3M | +6.7% | +2.8% | +3.9% | +3.7% |
| 6M | -4.2% | +14.3% | -18.5% | -17.5% |
| YTD | -11.3% | +14.0% | -25.3% | -23.4% |
| All | -22.6% | +21.3% | -43.9% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling