+419.5%
HL vs ESI
+81.4%
+338.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | +0.4% | +3.9% | -3.5% | -1.6% |
| 30D | +18.8% | -3.8% | +22.6% | +20.9% |
| 3M | +43.7% | -13.1% | +56.8% | +52.5% |
| 6M | -1.0% | +11.3% | -12.4% | -7.8% |
| YTD | +8.7% | +44.1% | -35.4% | -10.7% |
| 1Y | +105.0% | +40.3% | +64.7% | +69.6% |
| All | +419.5% | +81.4% | +338.1% | +237.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling