+314.7%
SPY vs HL
+273.7%
+41.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.8% | -4.4% | +3.6% | -0.4% |
| 30D | -1.1% | +9.3% | -10.4% | -2.0% |
| 3M | +3.9% | +32.0% | -28.1% | +0.8% |
| 6M | +13.6% | -6.4% | +20.0% | +13.3% |
| YTD | +12.7% | +3.1% | +9.5% | +10.5% |
| 1Y | +17.5% | +77.6% | -60.1% | +8.8% |
| 3Y | +76.9% | +392.8% | -315.9% | +44.6% |
| 5Y | +83.6% | +234.1% | -150.5% | +51.7% |
| All | +314.7% | +273.7% | +41.1% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling