+3,094.0%
SPY vs HL
+166.5%
+2,927.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +0.1% | +25.1% | -25.0% | -1.3% |
| 3M | +2.0% | +22.9% | -20.9% | +0.5% |
| 6M | +13.0% | -4.9% | +17.9% | +12.7% |
| YTD | +13.5% | +7.8% | +5.7% | +12.0% |
| 1Y | +20.0% | +133.9% | -113.9% | +12.8% |
| 3Y | +77.2% | +380.9% | -303.7% | +57.6% |
| 5Y | +81.9% | +230.2% | -148.3% | +62.9% |
| 10Y | +314.1% | +265.6% | +48.5% | +251.1% |
| All | +3,094.0% | +166.5% | +2,927.6% | +2,589.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling