+130.0%
HL vs ESI
+318.1%
-188.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -11.1% | +5.5% | -16.6% | -13.2% |
| 30D | -12.1% | -7.8% | -4.3% | -9.2% |
| 3M | -26.1% | -15.0% | -11.1% | -21.1% |
| 6M | -37.7% | -24.9% | -12.8% | -30.1% |
| YTD | -31.7% | +33.2% | -64.9% | -40.4% |
| 1Y | -11.6% | +24.9% | -36.6% | -20.8% |
| 3Y | +249.6% | +77.8% | +171.9% | +164.1% |
| 5Y | +108.5% | +37.1% | +71.4% | +70.0% |
| All | +130.0% | +318.1% | -188.0% | +21.6% |
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