+25.0%
HL vs EW
+19.7%
+5.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.4% | +8.8% | +10.8% |
| 7D | +0.2% | +8.3% | -8.1% | -3.5% |
| 30D | -12.1% | +13.9% | -26.0% | -17.4% |
| 3M | -2.8% | +10.9% | -13.7% | -7.5% |
| 6M | -14.9% | +19.2% | -34.2% | -22.3% |
| YTD | -22.0% | +16.6% | -38.6% | -25.8% |
| 1Y | +25.0% | +18.1% | +6.9% | +19.4% |
| All | +25.0% | +19.7% | +5.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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