+256.9%
HL vs ETR
+296.9%
-39.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -4.4% | -1.8% | -2.5% | -3.5% |
| 30D | +9.3% | -1.8% | +11.1% | +10.2% |
| 3M | +32.0% | -3.6% | +35.6% | +34.2% |
| 6M | -6.4% | +2.6% | -9.1% | -8.3% |
| YTD | +3.1% | +16.0% | -12.9% | -5.2% |
| 1Y | +77.6% | +20.1% | +57.4% | +60.3% |
| 3Y | +392.8% | +143.6% | +249.2% | +195.5% |
| 5Y | +234.1% | +124.4% | +109.8% | +109.1% |
| All | +256.9% | +296.9% | -39.9% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling