-37.7%
HL vs ESI
-25.4%
-12.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -11.1% | +5.5% | -16.6% | -13.6% |
| 30D | -12.1% | -7.8% | -4.3% | -8.7% |
| 3M | -26.1% | -15.0% | -11.1% | -19.8% |
| 6M | -37.7% | -24.9% | -12.8% | -30.2% |
| All | -37.7% | -25.4% | -12.4% | -30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling