+25.0%
HL vs ETN
-1.0%
+26.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -9.9% | +23.0% | +18.2% |
| 7D | +0.2% | -10.1% | +10.3% | +4.8% |
| 30D | -12.1% | -18.4% | +6.3% | -2.3% |
| 3M | -2.8% | -20.4% | +17.6% | +9.5% |
| 6M | -14.9% | -16.0% | +1.1% | -8.4% |
| YTD | -22.0% | +11.8% | -33.8% | -29.5% |
| 1Y | +25.0% | -5.5% | +30.5% | +30.0% |
| All | +25.0% | -1.0% | +26.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling