+1,452.5%
HL vs EW
+6,974.1%
-5,521.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +25.1% | +1.0% | +24.0% | +24.8% |
| 3M | +22.9% | +2.8% | +20.1% | +22.2% |
| 6M | -4.9% | +5.5% | -10.4% | -6.0% |
| YTD | +7.8% | +5.5% | +2.4% | +6.7% |
| 1Y | +133.9% | +11.0% | +122.8% | +128.5% |
| 3Y | +380.9% | +17.7% | +363.2% | +355.1% |
| 5Y | +230.2% | -25.7% | +256.0% | +237.4% |
| 10Y | +265.6% | +132.8% | +132.8% | +205.9% |
| All | +1,452.5% | +6,974.1% | -5,521.6% | +997.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling