+256.9%
HL vs ENB
+92.6%
+164.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -4.4% | -4.7% | +0.3% | -1.2% |
| 30D | +9.3% | -5.9% | +15.2% | +13.4% |
| 3M | +32.0% | -14.2% | +46.2% | +45.1% |
| 6M | -6.4% | -8.6% | +2.1% | -2.0% |
| YTD | +3.1% | +3.9% | -0.8% | -1.6% |
| 1Y | +77.6% | +1.8% | +75.8% | +71.6% |
| 3Y | +392.8% | +68.5% | +324.3% | +236.6% |
| 5Y | +234.1% | +62.4% | +171.7% | +141.1% |
| All | +256.9% | +92.6% | +164.3% | +149.4% |
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