+284.2%
HL vs ES
+83.1%
+201.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +18.8% | -1.0% | +19.9% | +19.2% |
| 3M | +43.7% | +1.5% | +42.2% | +42.3% |
| 6M | -1.0% | -3.5% | +2.4% | 0.0% |
| YTD | +8.7% | +7.0% | +1.7% | +4.9% |
| 1Y | +105.0% | +15.3% | +89.7% | +89.3% |
| 3Y | +427.3% | +30.2% | +397.1% | +351.2% |
| 5Y | +249.3% | -4.3% | +253.6% | +241.1% |
| 10Y | +284.2% | +87.5% | +196.7% | +150.2% |
| All | +284.2% | +83.1% | +201.1% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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