+731.0%
HL vs EQX
+232.0%
+499.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.4% |
| 7D | -4.4% | -3.2% | -1.2% | -2.2% |
| 30D | +9.3% | +7.8% | +1.5% | +4.0% |
| 3M | +32.0% | +21.3% | +10.6% | +15.8% |
| 6M | -6.4% | -22.4% | +16.0% | +11.2% |
| YTD | +3.1% | -11.3% | +14.5% | +11.9% |
| 1Y | +77.6% | +13.5% | +64.1% | +65.2% |
| 3Y | +392.8% | +162.1% | +230.7% | +143.4% |
| 5Y | +234.1% | +84.2% | +149.9% | +92.8% |
| All | +731.0% | +232.0% | +499.0% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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