+59.1%
HL vs ED
+2,217.3%
-2,158.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +25.1% | -0.1% | +25.2% | +25.0% |
| 3M | +22.9% | +3.9% | +19.0% | +21.0% |
| 6M | -4.9% | -3.0% | -1.9% | -4.7% |
| YTD | +7.8% | +10.7% | -2.9% | +3.8% |
| 1Y | +133.9% | +13.3% | +120.5% | +122.9% |
| 3Y | +380.9% | +34.5% | +346.4% | +332.6% |
| 5Y | +230.2% | +67.1% | +163.1% | +180.7% |
| 10Y | +265.6% | +103.0% | +162.5% | +187.2% |
| All | +59.1% | +2,217.3% | -2,158.2% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling