-11.6%
HL vs EW
+25.9%
-37.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.6% |
| 7D | -11.1% | +4.9% | -16.0% | -13.4% |
| 30D | -12.1% | +23.9% | -36.0% | -21.1% |
| 3M | -26.1% | +15.8% | -41.9% | -31.2% |
| 6M | -37.7% | +31.7% | -69.4% | -46.6% |
| YTD | -31.7% | +25.7% | -57.4% | -37.5% |
| 1Y | -11.6% | +24.4% | -36.1% | -18.1% |
| All | -11.6% | +25.9% | -37.6% | -18.1% |
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