+238.2%
HL vs ETR
+123.0%
+115.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.3% |
| 7D | -5.6% | -1.9% | -3.7% | -4.7% |
| 30D | +12.7% | -0.2% | +12.9% | +12.8% |
| 3M | +42.5% | -3.7% | +46.2% | +44.9% |
| 6M | -9.0% | +2.1% | -11.1% | -10.6% |
| YTD | +4.4% | +16.5% | -12.1% | -4.1% |
| 1Y | +82.7% | +22.5% | +60.1% | +63.9% |
| 3Y | +406.3% | +144.7% | +261.6% | +192.6% |
| 5Y | +238.2% | +125.2% | +113.0% | +111.8% |
| All | +238.2% | +123.0% | +115.1% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling