+238.2%
HL vs ESI
+66.0%
+172.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -1.7% |
| 7D | -5.6% | -2.3% | -3.3% | -4.6% |
| 30D | +12.7% | -9.0% | +21.8% | +17.9% |
| 3M | +42.5% | -13.3% | +55.8% | +51.2% |
| 6M | -9.0% | +5.3% | -14.3% | -12.6% |
| YTD | +4.4% | +37.6% | -33.2% | -12.0% |
| 1Y | +82.7% | +33.6% | +49.1% | +55.6% |
| 3Y | +406.3% | +75.8% | +330.5% | +265.9% |
| 5Y | +238.2% | +68.6% | +169.6% | +125.8% |
| All | +238.2% | +66.0% | +172.2% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling