+243.3%
HL vs ES
-2.9%
+246.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +7.1% | +1.4% | +5.7% | +6.4% |
| 30D | +21.4% | -1.2% | +22.6% | +22.0% |
| 3M | +37.4% | +5.0% | +32.4% | +33.6% |
| 6M | +0.4% | -2.8% | +3.2% | +1.2% |
| YTD | +6.7% | +8.6% | -1.9% | +1.7% |
| 1Y | +102.4% | +18.9% | +83.4% | +80.9% |
| 3Y | +417.4% | +32.1% | +385.3% | +317.7% |
| 5Y | +243.3% | -5.1% | +248.4% | +243.2% |
| All | +243.3% | -2.9% | +246.2% | +243.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling