+17.5%
SPY vs HL
+95.3%
-77.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | -2.0% | -5.6% | +3.6% | -1.6% |
| 30D | -1.7% | +12.7% | -14.4% | -2.7% |
| 3M | +4.7% | +42.5% | -37.8% | +1.6% |
| 6M | +12.5% | -9.0% | +21.5% | +11.7% |
| YTD | +11.7% | +4.4% | +7.3% | +9.5% |
| 1Y | +17.5% | +82.7% | -65.2% | +11.1% |
| All | +17.5% | +95.3% | -77.8% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling