+503.2%
HL vs EFV
+253.2%
+250.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +3.0% |
| 7D | +0.4% | -0.5% | +0.9% | +1.0% |
| 30D | +18.8% | 0.0% | +18.8% | +18.9% |
| 3M | +43.7% | +8.4% | +35.3% | +31.3% |
| 6M | -1.0% | +12.3% | -13.4% | -12.4% |
| YTD | +8.7% | +17.4% | -8.7% | -8.2% |
| 1Y | +105.0% | +27.1% | +77.9% | +58.7% |
| 3Y | +427.3% | +90.7% | +336.6% | +159.8% |
| 5Y | +249.3% | +95.6% | +153.7% | +71.6% |
| 10Y | +284.2% | +165.3% | +118.9% | +36.6% |
| All | +503.2% | +253.2% | +250.1% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling