+0.8%
HL vs ENB
+11,386.8%
-11,386.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -11.1% | +3.1% | -14.2% | -12.5% |
| 30D | -12.1% | +2.1% | -14.2% | -13.2% |
| 3M | -26.1% | -4.4% | -21.7% | -24.8% |
| 6M | -37.7% | -10.1% | -27.7% | -35.1% |
| YTD | -31.7% | +5.2% | -36.9% | -34.3% |
| 1Y | -11.6% | +4.2% | -15.9% | -14.7% |
| 3Y | +249.6% | +70.1% | +179.6% | +165.8% |
| 5Y | +108.5% | +59.4% | +49.1% | +67.1% |
| 10Y | +127.0% | +109.5% | +17.4% | +56.4% |
| All | +0.8% | +11,386.8% | -11,386.0% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling