+256.9%
HL vs ESI
+312.8%
-55.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -4.4% | -4.6% | +0.3% | -2.3% |
| 30D | +9.3% | -10.5% | +19.8% | +14.6% |
| 3M | +32.0% | -19.8% | +51.8% | +44.3% |
| 6M | -6.4% | +5.8% | -12.2% | -9.7% |
| YTD | +3.1% | +38.3% | -35.2% | -11.2% |
| 1Y | +77.6% | +31.5% | +46.0% | +55.6% |
| 3Y | +392.8% | +80.7% | +312.1% | +269.9% |
| 5Y | +234.1% | +69.4% | +164.7% | +149.9% |
| All | +256.9% | +312.8% | -55.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling