+54.0%
HL vs ETN
+19,968.1%
-19,914.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | -5.6% | +3.0% | -8.6% | -6.9% |
| 30D | +12.7% | -10.9% | +23.7% | +18.1% |
| 3M | +42.5% | +9.2% | +33.3% | +36.5% |
| 6M | -9.0% | +13.9% | -22.9% | -14.1% |
| YTD | +4.4% | +29.5% | -25.1% | -6.2% |
| 1Y | +82.7% | +14.2% | +68.5% | +72.3% |
| 3Y | +406.3% | +79.9% | +326.4% | +287.2% |
| 5Y | +238.2% | +175.7% | +62.5% | +113.9% |
| 10Y | +268.9% | +693.2% | -424.4% | +50.4% |
| All | +54.0% | +19,968.1% | -19,914.0% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling