Academic research project. Hypothetical walk-forward performance — no foreknowledge, not a live track record. Not investment advice, not FCA-authorised, capital at risk.
My Estate by Portfolio Lab

Portfolio Factsheet

S&P 500 Anchor

Takes the S&P 500 as the core holding and adds up to ten assets that tend to move differently from US large-cap, to smooth the ride. Steadier holdings get more weight, the whole portfolio is held to a volatility budget, and it rebalances monthly. Shown out-of-sample throughout (no foreknowledge at any rebalance).

Inception: January 2019

Benchmark:

Last updated: July 2026

Final Value

£34,922

vs benchmark: £62,291

Annual Return

7.38%

vs benchmark: 15.62%

Volatility

11.0%

vs benchmark: 15.7%

Max Drawdown

-14.5%

vs benchmark: -25.5%

Equity Curve

HL Retail ISA is shown net of all costs and is genuinely tax-free. IB Pro is shown net of dealing/spread/FX costs but gross of UK tax — a higher-rate taxpayer would face dividend tax, CGT and interest tax that add ~80-150 bps/yr of further drag. See Methodology for full details.

Product A — S&P 500 Anchor — portfolio versus benchmark equity curve

Monthly Returns

Year JanFebMarAprMayJun JulAugSepOctNovDec Total

Performance Metrics

Metric HL ISA IB Pro Benchmark

Drawdown

Allocation over time

HL ISA (UCITS only)