+76.5%
SPY vs HL
+418.2%
-341.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -0.4% | +0.4% | -0.7% | -0.4% |
| 30D | -1.4% | +18.8% | -20.2% | -2.9% |
| 3M | +3.7% | +43.7% | -40.0% | +0.2% |
| 6M | +13.0% | -1.0% | +14.1% | +12.0% |
| YTD | +12.4% | +8.7% | +3.7% | +9.8% |
| 1Y | +18.5% | +105.0% | -86.5% | +9.0% |
| All | +76.5% | +418.2% | -341.7% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling