+77.7%
SPY vs HL
+247.8%
-170.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +2.6% | -11.1% | +13.7% | +3.6% |
| 30D | -2.0% | -12.1% | +10.1% | -1.0% |
| 3M | -2.8% | -26.1% | +23.3% | -0.6% |
| 6M | +2.1% | -37.7% | +39.9% | +5.3% |
| YTD | +11.5% | -31.7% | +43.2% | +12.9% |
| 1Y | +13.5% | -11.6% | +25.1% | +12.2% |
| 3Y | +77.7% | +249.6% | -171.9% | +49.6% |
| All | +77.7% | +247.8% | -170.1% | +49.6% |
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 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