+82.7%
HL vs EW
+8.2%
+74.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -5.6% | -3.4% | -2.3% | -4.5% |
| 30D | +12.7% | -7.4% | +20.1% | +15.7% |
| 3M | +42.5% | +0.9% | +41.6% | +41.9% |
| 6M | -9.0% | +1.2% | -10.2% | -9.1% |
| YTD | +4.4% | +1.8% | +2.6% | +2.7% |
| 1Y | +82.7% | +10.8% | +71.8% | +111.8% |
| All | +82.7% | +8.2% | +74.4% | +111.8% |
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