-18.7%
HLMN vs SPY
+75.5%
-94.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.4% |
| 7D | -9.1% | -2.0% | -7.1% | -6.9% |
| 30D | -22.5% | -1.7% | -20.9% | -20.9% |
| 3M | -6.2% | +4.7% | -10.9% | -10.7% |
| 6M | -15.2% | +12.5% | -27.7% | -25.7% |
| YTD | -19.4% | +11.7% | -31.1% | -28.9% |
| 1Y | -28.6% | +17.5% | -46.1% | -40.7% |
| All | -18.7% | +75.5% | -94.2% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling