+13.4%
HL vs ES
+1,235.9%
-1,222.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +3.0% |
| 7D | +8.9% | +1.9% | +7.1% | +8.2% |
| 30D | -10.1% | +7.1% | -17.1% | -12.4% |
| 3M | -7.0% | -1.9% | -5.1% | -6.7% |
| 6M | -18.8% | +4.4% | -23.1% | -20.4% |
| YTD | -23.1% | +7.3% | -30.5% | -25.5% |
| 1Y | +8.9% | +2.1% | +6.7% | +7.0% |
| 3Y | +255.0% | +41.8% | +213.2% | +207.5% |
| 5Y | +151.5% | +1.4% | +150.0% | +143.9% |
| 10Y | +138.4% | +86.8% | +51.6% | +85.9% |
| All | +13.4% | +1,235.9% | -1,222.5% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling