+939.0%
HL vs ATI
+1,097.9%
-158.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | +7.1% | +3.2% | +3.9% | +5.8% |
| 30D | +21.4% | -9.0% | +30.5% | +25.5% |
| 3M | +37.4% | +15.1% | +22.3% | +29.7% |
| 6M | +0.4% | +38.1% | -37.7% | -11.3% |
| YTD | +6.7% | +80.7% | -74.0% | -14.3% |
| 1Y | +102.4% | +167.5% | -65.2% | +40.1% |
| 3Y | +417.4% | +366.0% | +51.4% | +175.1% |
| 5Y | +243.3% | +1,088.8% | -845.4% | +25.2% |
| 10Y | +242.6% | +1,055.0% | -812.4% | -1.0% |
| All | +939.0% | +1,097.9% | -158.9% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling