+419.5%
HL vs EW
+16.4%
+403.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +0.4% | -5.1% | +5.5% | +1.7% |
| 30D | +18.8% | -6.4% | +25.2% | +20.8% |
| 3M | +43.7% | -1.6% | +45.3% | +44.2% |
| 6M | -1.0% | +2.3% | -3.3% | -1.6% |
| YTD | +8.7% | +1.1% | +7.6% | +8.4% |
| 1Y | +105.0% | +8.0% | +97.0% | +102.0% |
| All | +419.5% | +16.4% | +403.0% | +365.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling