+417.4%
HL vs ES
+33.1%
+384.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +7.1% | +1.4% | +5.7% | +6.5% |
| 30D | +21.4% | -1.2% | +22.6% | +21.9% |
| 3M | +37.4% | +5.0% | +32.4% | +34.1% |
| 6M | +0.4% | -2.8% | +3.2% | +1.2% |
| YTD | +6.7% | +8.6% | -1.9% | +2.4% |
| 1Y | +102.4% | +18.9% | +83.4% | +82.5% |
| 3Y | +417.4% | +32.1% | +385.3% | +318.3% |
| All | +417.4% | +33.1% | +384.3% | +318.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling