+419.5%
HL vs ED
+34.3%
+385.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +18.8% | +1.9% | +16.9% | +18.6% |
| 3M | +43.7% | +1.9% | +41.9% | +43.1% |
| 6M | -1.0% | -2.3% | +1.2% | -0.7% |
| YTD | +8.7% | +10.9% | -2.2% | +5.2% |
| 1Y | +105.0% | +14.5% | +90.5% | +95.2% |
| All | +419.5% | +34.3% | +385.2% | +305.8% |
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