+133.9%
HL vs EL
+14.8%
+119.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.6% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | +25.1% | +19.8% | +5.2% | +17.2% |
| 3M | +22.9% | +25.7% | -2.8% | +13.7% |
| 6M | -4.9% | +5.4% | -10.4% | -7.5% |
| YTD | +7.8% | +0.2% | +7.6% | +5.8% |
| 1Y | +133.9% | +20.4% | +113.4% | +123.6% |
| All | +133.9% | +14.8% | +119.1% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling