+59.1%
HL vs ES
+1,243.3%
-1,184.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +25.1% | -2.0% | +27.0% | +25.8% |
| 3M | +22.9% | +1.7% | +21.2% | +21.8% |
| 6M | -4.9% | -3.5% | -1.4% | -4.1% |
| YTD | +7.8% | +7.9% | -0.1% | +4.6% |
| 1Y | +133.9% | +17.2% | +116.7% | +118.9% |
| 3Y | +380.9% | +29.3% | +351.6% | +331.0% |
| 5Y | +230.2% | -5.7% | +236.0% | +228.5% |
| 10Y | +265.6% | +85.2% | +180.4% | +187.0% |
| All | +59.1% | +1,243.3% | -1,184.2% | -1.5% |
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