+130.0%
HL vs ENB
+109.5%
+20.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | -11.1% | +3.1% | -14.2% | -13.0% |
| 30D | -12.1% | +2.1% | -14.2% | -13.6% |
| 3M | -26.1% | -4.4% | -21.7% | -24.4% |
| 6M | -37.7% | -10.1% | -27.7% | -34.2% |
| YTD | -31.7% | +5.2% | -36.9% | -35.5% |
| 1Y | -11.6% | +4.2% | -15.9% | -16.2% |
| 3Y | +249.6% | +70.1% | +179.6% | +137.7% |
| 5Y | +108.5% | +59.4% | +49.1% | +52.1% |
| All | +130.0% | +109.5% | +20.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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