+1,978.1%
HL vs EWT
+590.1%
+1,387.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +7.1% | +1.6% | +5.4% | +6.1% |
| 30D | +21.4% | +8.2% | +13.3% | +16.5% |
| 3M | +37.4% | +11.1% | +26.4% | +30.2% |
| 6M | +0.4% | +60.4% | -60.0% | -21.0% |
| YTD | +6.7% | +75.6% | -68.9% | -19.3% |
| 1Y | +102.4% | +91.3% | +11.0% | +47.0% |
| 3Y | +417.4% | +200.3% | +217.1% | +202.2% |
| 5Y | +243.3% | +156.4% | +86.9% | +118.8% |
| 10Y | +242.6% | +495.8% | -253.2% | +54.3% |
| All | +1,978.1% | +590.1% | +1,387.9% | +750.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling