+276.9%
HL vs ED
+47.9%
+229.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.6% | -0.9% | -4.6% | -5.6% |
| 30D | -16.2% | +11.2% | -27.3% | -16.1% |
| 3M | -20.5% | +11.8% | -32.3% | -20.5% |
| 6M | -31.7% | +14.1% | -45.7% | -31.9% |
| YTD | -26.4% | +23.0% | -49.3% | -28.0% |
| 1Y | -4.3% | +23.7% | -28.0% | -6.7% |
| All | +276.9% | +47.9% | +229.0% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling