+556.9%
HLNE vs SPY
+271.4%
+285.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -4.1% | -0.4% | -3.8% | -3.7% |
| 30D | -1.5% | -1.4% | -0.1% | +0.2% |
| 3M | +24.5% | +3.7% | +20.8% | +19.6% |
| 6M | -5.1% | +13.0% | -18.1% | -17.8% |
| YTD | -25.4% | +12.4% | -37.8% | -34.8% |
| 1Y | -31.8% | +18.5% | -50.3% | -44.2% |
| 3Y | +14.3% | +77.6% | -63.3% | -40.0% |
| 5Y | +27.2% | +81.7% | -54.4% | -33.9% |
| All | +556.9% | +271.4% | +285.5% | +71.0% |
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