+706.7%
ETN vs HLT
+590.2%
+116.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -1.6% | +5.1% | +4.3% |
| 30D | -7.5% | -5.0% | -2.5% | -5.2% |
| 3M | +8.3% | -10.4% | +18.7% | +14.0% |
| 6M | +20.2% | +3.2% | +16.9% | +17.3% |
| YTD | +34.7% | +6.7% | +27.9% | +29.1% |
| 1Y | +19.4% | +10.3% | +9.2% | +12.0% |
| 3Y | +85.5% | +99.3% | -13.8% | +28.5% |
| 5Y | +186.6% | +143.7% | +42.9% | +73.1% |
| All | +706.7% | +590.2% | +116.5% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling