+130.0%
HL vs EL
+62.2%
+67.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | -11.1% | +1.5% | -12.7% | -11.6% |
| 30D | -12.1% | +10.0% | -22.1% | -15.0% |
| 3M | -26.1% | +28.4% | -54.5% | -32.6% |
| 6M | -37.7% | +37.1% | -74.8% | -44.8% |
| YTD | -31.7% | +7.8% | -39.5% | -35.2% |
| 1Y | -11.6% | +26.0% | -37.7% | -20.9% |
| 3Y | +249.6% | +3.8% | +245.8% | +215.3% |
| 5Y | +108.5% | -65.2% | +173.7% | +186.7% |
| All | +130.0% | +62.2% | +67.8% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling