+19.8%
HLNE vs SPY
+82.3%
-62.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.9% |
| 7D | -6.9% | -0.8% | -6.1% | -5.9% |
| 30D | -7.1% | -1.1% | -6.0% | -5.6% |
| 3M | +22.8% | +3.9% | +18.9% | +17.1% |
| 6M | -1.0% | +13.6% | -14.6% | -16.4% |
| YTD | -27.6% | +12.7% | -40.3% | -38.1% |
| 1Y | -36.3% | +17.5% | -53.8% | -48.7% |
| 3Y | +11.2% | +76.9% | -65.7% | -46.6% |
| All | +19.8% | +82.3% | -62.5% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling