+112.8%
HL vs EL
-65.2%
+178.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | -11.1% | +1.5% | -12.7% | -11.5% |
| 30D | -12.1% | +10.0% | -22.1% | -14.8% |
| 3M | -26.1% | +28.4% | -54.5% | -32.2% |
| 6M | -37.7% | +37.1% | -74.8% | -44.3% |
| YTD | -31.7% | +7.8% | -39.5% | -34.9% |
| 1Y | -11.6% | +26.0% | -37.7% | -20.1% |
| 3Y | +249.6% | +3.8% | +245.8% | +219.2% |
| All | +112.8% | -65.2% | +178.1% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling