+82.7%
HL vs ES
+12.7%
+70.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | -5.6% | -3.5% | -2.1% | -4.9% |
| 30D | +12.7% | -3.0% | +15.8% | +13.4% |
| 3M | +42.5% | -0.3% | +42.8% | +42.1% |
| 6M | -9.0% | -5.2% | -3.8% | -8.3% |
| YTD | +4.4% | +4.8% | -0.4% | +3.8% |
| 1Y | +82.7% | +12.7% | +69.9% | +71.2% |
| All | +82.7% | +12.7% | +70.0% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling