+25.0%
HL vs EWT
+54.0%
-29.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.2% | +14.4% | +14.3% |
| 7D | +0.2% | -10.9% | +11.1% | +11.5% |
| 30D | -12.1% | -17.7% | +5.6% | +5.2% |
| 3M | -2.8% | -5.0% | +2.2% | +1.5% |
| 6M | -14.9% | +7.4% | -22.3% | -22.1% |
| YTD | -22.0% | +52.8% | -74.9% | -49.4% |
| 1Y | +25.0% | +55.2% | -30.2% | -20.0% |
| All | +25.0% | +54.0% | -29.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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