-23.0%
HLMN vs SPY
+125.9%
-149.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.1% |
| 7D | +3.1% | +0.5% | +2.6% | +2.6% |
| 30D | -18.1% | -0.9% | -17.2% | -17.2% |
| 3M | +2.3% | +3.9% | -1.6% | -1.4% |
| 6M | -7.2% | +14.5% | -21.8% | -19.2% |
| YTD | -12.8% | +12.9% | -25.7% | -22.9% |
| 1Y | -24.4% | +19.4% | -43.8% | -36.9% |
| 3Y | -12.5% | +78.5% | -91.0% | -50.8% |
| 5Y | -37.0% | +81.8% | -118.8% | -66.0% |
| All | -23.0% | +125.9% | -149.0% | -60.3% |
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