+256.9%
HL vs ATI
+1,154.1%
-897.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -5.6% | +1.3% | -2.6% |
| 30D | +9.3% | -13.7% | +23.0% | +14.3% |
| 3M | +32.0% | -0.4% | +32.3% | +31.6% |
| 6M | -6.4% | +26.2% | -32.7% | -13.3% |
| YTD | +3.1% | +73.2% | -70.1% | -12.7% |
| 1Y | +77.6% | +161.6% | -84.0% | +32.7% |
| 3Y | +392.8% | +346.2% | +46.7% | +199.9% |
| 5Y | +234.1% | +1,047.6% | -813.5% | +52.8% |
| All | +256.9% | +1,154.1% | -897.2% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling