-79.1%
SNDQ vs HL
+42.3%
-121.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.0% | +12.0% | +1.7% |
| 7D | -20.4% | -5.6% | -14.8% | -27.9% |
| 30D | -54.5% | +12.7% | -67.3% | -43.2% |
| 3M | -79.1% | +42.5% | -121.6% | -27.6% |
| All | -79.1% | +42.3% | -121.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 3mo: compounded portfolio wealth divided by compounded HL 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…
3mo analysis · Full analysis span regression · Available span rolling