+238.2%
HL vs ATI
+1,021.8%
-783.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -2.5% |
| 7D | -5.6% | -2.7% | -2.9% | -4.6% |
| 30D | +12.7% | -13.5% | +26.3% | +19.1% |
| 3M | +42.5% | +8.5% | +34.0% | +37.0% |
| 6M | -9.0% | +25.2% | -34.2% | -17.4% |
| YTD | +4.4% | +73.4% | -69.0% | -15.4% |
| 1Y | +82.7% | +160.5% | -77.8% | +28.0% |
| 3Y | +406.3% | +347.3% | +59.0% | +167.5% |
| 5Y | +238.2% | +1,049.0% | -810.8% | +30.5% |
| All | +238.2% | +1,021.8% | -783.6% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling