+124.1%
HL vs EW
-11.1%
+135.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -5.6% | +6.5% | -12.0% | -7.6% |
| 30D | -16.2% | +22.5% | -38.6% | -21.9% |
| 3M | -20.5% | +13.0% | -33.5% | -24.0% |
| 6M | -31.7% | +37.1% | -68.8% | -39.1% |
| YTD | -26.4% | +24.1% | -50.5% | -32.0% |
| 1Y | -4.3% | +24.2% | -28.6% | -11.6% |
| 3Y | +276.9% | +64.8% | +212.1% | +188.8% |
| 5Y | +124.1% | -7.4% | +131.5% | +119.0% |
| All | +124.1% | -11.1% | +135.1% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling