+18.6%
HL vs ES
+1,229.2%
-1,210.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +13.8% | -0.1% | +13.9% | +13.8% |
| 30D | -9.7% | +5.7% | -15.4% | -11.7% |
| 3M | -8.5% | -2.8% | -5.7% | -7.9% |
| 6M | -17.2% | +7.0% | -24.1% | -19.5% |
| YTD | -19.6% | +6.8% | -26.4% | -21.9% |
| 1Y | +11.1% | -0.5% | +11.6% | +10.1% |
| 3Y | +299.7% | +47.2% | +252.5% | +241.8% |
| 5Y | +156.5% | +2.3% | +154.2% | +148.2% |
| 10Y | +122.4% | +85.6% | +36.7% | +73.7% |
| All | +18.6% | +1,229.2% | -1,210.7% | -26.5% |
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