+77.6%
HL vs ATI
+159.9%
-82.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -4.4% | -5.6% | +1.3% | -1.0% |
| 30D | +9.3% | -13.7% | +23.0% | +18.8% |
| 3M | +32.0% | -0.4% | +32.3% | +29.8% |
| 6M | -6.4% | +26.2% | -32.7% | -22.0% |
| YTD | +3.1% | +73.2% | -70.1% | -24.3% |
| 1Y | +77.6% | +161.6% | -84.0% | +22.4% |
| All | +77.6% | +159.9% | -82.3% | +22.4% |
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