+575.2%
HLT vs ENB
+92.6%
+482.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | -1.6% | -4.7% | +3.0% | +0.4% |
| 30D | -5.0% | -5.9% | +0.9% | -2.6% |
| 3M | -10.4% | -14.2% | +3.9% | -4.6% |
| 6M | +3.2% | -8.6% | +11.8% | +6.6% |
| YTD | +6.7% | +3.9% | +2.9% | +3.8% |
| 1Y | +10.3% | +1.8% | +8.5% | +8.1% |
| 3Y | +99.3% | +68.5% | +30.8% | +53.4% |
| 5Y | +143.7% | +62.4% | +81.3% | +90.4% |
| All | +575.2% | +92.6% | +482.7% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling