+77.6%
HL vs EWT
+85.6%
-8.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -3.0% |
| 7D | -4.4% | -1.1% | -3.2% | -3.3% |
| 30D | +9.3% | +4.5% | +4.8% | +4.7% |
| 3M | +32.0% | +8.3% | +23.7% | +20.8% |
| 6M | -6.4% | +54.2% | -60.7% | -42.0% |
| YTD | +3.1% | +74.6% | -71.4% | -44.2% |
| 1Y | +77.6% | +84.9% | -7.3% | -14.3% |
| All | +77.6% | +85.6% | -8.0% | -14.3% |
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