+57.4%
HL vs ENB
+11,892.0%
-11,834.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.5% |
| 7D | +7.1% | -0.5% | +7.5% | +7.3% |
| 30D | +21.4% | -0.2% | +21.7% | +21.2% |
| 3M | +37.4% | -7.5% | +44.9% | +41.8% |
| 6M | +0.4% | -4.1% | +4.5% | +1.5% |
| YTD | +6.7% | +9.8% | -3.1% | +0.6% |
| 1Y | +102.4% | +8.7% | +93.7% | +91.7% |
| 3Y | +417.4% | +79.0% | +338.4% | +284.5% |
| 5Y | +243.3% | +69.1% | +174.2% | +167.9% |
| 10Y | +242.6% | +96.5% | +146.1% | +143.4% |
| All | +57.4% | +11,892.0% | -11,834.6% | -23.7% |
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