+25.0%
HL vs ATI
+86.4%
-61.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.7% | +13.9% | +13.6% |
| 7D | +0.2% | +8.3% | -8.1% | -5.5% |
| 30D | -12.1% | -7.3% | -4.9% | -7.8% |
| 3M | -2.8% | -10.5% | +7.7% | +2.0% |
| 6M | -14.9% | +16.4% | -31.3% | -29.9% |
| YTD | -22.0% | +56.1% | -78.1% | -54.9% |
| 1Y | +25.0% | +86.5% | -61.5% | -40.9% |
| All | +25.0% | +86.4% | -61.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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