+57.4%
HL vs ETR
+4,465.2%
-4,407.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.5% |
| 7D | +7.1% | +1.4% | +5.7% | +6.5% |
| 30D | +21.4% | +1.9% | +19.6% | +20.5% |
| 3M | +37.4% | +1.0% | +36.4% | +36.7% |
| 6M | +0.4% | +4.8% | -4.4% | -1.9% |
| YTD | +6.7% | +19.5% | -12.9% | -1.0% |
| 1Y | +102.4% | +28.1% | +74.3% | +82.9% |
| 3Y | +417.4% | +151.1% | +266.3% | +253.2% |
| 5Y | +243.3% | +125.2% | +118.2% | +144.2% |
| 10Y | +242.6% | +291.1% | -48.6% | +97.5% |
| All | +57.4% | +4,465.2% | -4,407.8% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling