+77.6%
HL vs ETR
+21.8%
+55.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -4.4% | -1.8% | -2.5% | -3.6% |
| 30D | +9.3% | -1.8% | +11.1% | +10.1% |
| 3M | +32.0% | -3.6% | +35.6% | +33.8% |
| 6M | -6.4% | +2.6% | -9.1% | -9.7% |
| YTD | +3.1% | +16.0% | -12.9% | -7.8% |
| 1Y | +77.6% | +20.1% | +57.4% | +50.6% |
| All | +77.6% | +21.8% | +55.8% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling