+130.0%
HL vs EW
+254.3%
-124.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.3% |
| 7D | -11.1% | +4.9% | -16.0% | -12.4% |
| 30D | -12.1% | +23.9% | -36.0% | -17.6% |
| 3M | -26.1% | +15.8% | -41.9% | -29.5% |
| 6M | -37.7% | +31.7% | -69.4% | -42.9% |
| YTD | -31.7% | +25.7% | -57.4% | -36.4% |
| 1Y | -11.6% | +24.4% | -36.1% | -17.5% |
| 3Y | +249.6% | +65.9% | +183.8% | +185.5% |
| 5Y | +108.5% | -7.6% | +116.2% | +101.1% |
| All | +130.0% | +254.3% | -124.3% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling