+535.8%
HL vs ESI
+224.6%
+311.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.6% |
| 7D | +1.5% | +3.3% | -1.9% | +0.2% |
| 30D | +25.1% | -5.9% | +30.9% | +27.6% |
| 3M | +22.9% | -14.1% | +37.0% | +29.4% |
| 6M | -4.9% | +6.6% | -11.5% | -7.8% |
| YTD | +7.8% | +45.0% | -37.2% | -6.2% |
| 1Y | +133.9% | +41.5% | +92.4% | +104.8% |
| 3Y | +380.9% | +78.8% | +302.1% | +282.7% |
| 5Y | +230.2% | +70.9% | +159.3% | +161.6% |
| 10Y | +265.6% | +317.1% | -51.5% | +108.7% |
| All | +535.8% | +224.6% | +311.2% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling