+130.0%
HL vs ED
+147.1%
-17.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | -11.1% | +2.1% | -13.2% | -11.6% |
| 30D | -12.1% | +10.4% | -22.5% | -14.5% |
| 3M | -26.1% | +12.5% | -38.6% | -28.6% |
| 6M | -37.7% | +14.9% | -52.7% | -40.5% |
| YTD | -31.7% | +24.8% | -56.5% | -36.7% |
| 1Y | -11.6% | +23.8% | -35.5% | -18.0% |
| 3Y | +249.6% | +51.6% | +198.0% | +198.2% |
| 5Y | +108.5% | +86.4% | +22.1% | +70.7% |
| All | +130.0% | +147.1% | -17.1% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling