+336.9%
HL vs ET
+1,447.8%
-1,110.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +0.4% | +0.6% | -0.3% | +0.1% |
| 30D | +18.8% | +5.3% | +13.5% | +16.5% |
| 3M | +43.7% | +15.6% | +28.1% | +35.7% |
| 6M | -1.0% | +20.6% | -21.7% | -8.4% |
| YTD | +8.7% | +38.5% | -29.8% | -4.2% |
| 1Y | +105.0% | +35.7% | +69.3% | +82.0% |
| 3Y | +427.3% | +98.4% | +328.9% | +304.9% |
| 5Y | +249.3% | +245.3% | +4.0% | +120.6% |
| 10Y | +284.2% | +173.7% | +110.4% | +139.3% |
| All | +336.9% | +1,447.8% | -1,110.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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