+256.9%
HL vs EL
+26.1%
+230.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -4.4% | -6.5% | +2.1% | -2.0% |
| 30D | +9.3% | +11.1% | -1.8% | +5.2% |
| 3M | +32.0% | +10.7% | +21.3% | +27.1% |
| 6M | -6.4% | +6.9% | -13.3% | -10.0% |
| YTD | +3.1% | -6.3% | +9.4% | +3.1% |
| 1Y | +77.6% | +13.5% | +64.1% | +65.0% |
| 3Y | +392.8% | -33.1% | +425.9% | +425.0% |
| 5Y | +234.1% | -68.8% | +302.9% | +378.5% |
| All | +256.9% | +26.1% | +230.8% | +200.7% |
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