+141.7%
EFA vs HLT
+641.9%
-500.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.4% | -2.6% | +0.2% | -1.5% |
| 30D | -2.2% | -2.6% | +0.4% | -1.4% |
| 3M | +5.7% | -9.4% | +15.1% | +9.1% |
| 6M | +8.2% | +2.7% | +5.4% | +6.8% |
| YTD | +11.8% | +6.8% | +5.0% | +8.7% |
| 1Y | +18.3% | +12.4% | +5.9% | +12.8% |
| 3Y | +64.9% | +100.2% | -35.2% | +27.2% |
| 5Y | +52.4% | +143.7% | -91.3% | +7.6% |
| 10Y | +142.4% | +584.9% | -442.5% | +14.4% |
| All | +141.7% | +641.9% | -500.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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