+392.8%
HL vs ETN
+86.8%
+306.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -3.2% |
| 7D | -4.4% | +3.5% | -7.9% | -6.1% |
| 30D | +9.3% | -7.5% | +16.8% | +13.4% |
| 3M | +32.0% | +8.3% | +23.7% | +25.4% |
| 6M | -6.4% | +20.2% | -26.6% | -15.1% |
| YTD | +3.1% | +34.7% | -31.5% | -10.5% |
| 1Y | +77.6% | +19.4% | +58.1% | +61.8% |
| 3Y | +392.8% | +85.5% | +307.3% | +298.0% |
| All | +392.8% | +86.8% | +306.0% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling