+133.9%
HL vs ED
+12.4%
+121.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -3.5% |
| 7D | +1.5% | -0.2% | +1.7% | +1.3% |
| 30D | +25.1% | -0.1% | +25.2% | +25.2% |
| 3M | +22.9% | +3.9% | +19.0% | +27.1% |
| 6M | -4.9% | -3.0% | -1.9% | -4.6% |
| YTD | +7.8% | +10.7% | -2.9% | +17.8% |
| 1Y | +133.9% | +13.3% | +120.5% | +156.8% |
| All | +133.9% | +12.4% | +121.5% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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