+256.9%
HL vs EFV
+169.9%
+87.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.7% |
| 7D | -4.4% | -0.8% | -3.5% | -3.3% |
| 30D | +9.3% | +0.6% | +8.7% | +8.4% |
| 3M | +32.0% | +7.5% | +24.4% | +20.0% |
| 6M | -6.4% | +13.0% | -19.5% | -19.5% |
| YTD | +3.1% | +18.3% | -15.2% | -16.1% |
| 1Y | +77.6% | +26.7% | +50.8% | +32.9% |
| 3Y | +392.8% | +89.6% | +303.3% | +122.2% |
| 5Y | +234.1% | +98.2% | +135.9% | +44.7% |
| All | +256.9% | +169.9% | +87.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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