+634.9%
HLT vs AEE
+348.2%
+286.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -5.0% | -2.9% | -2.1% | -4.4% |
| 3M | -10.4% | -2.4% | -8.0% | -10.0% |
| 6M | +3.2% | -2.7% | +5.9% | +3.7% |
| YTD | +6.7% | +7.3% | -0.5% | +4.6% |
| 1Y | +10.3% | +7.5% | +2.7% | +8.0% |
| 3Y | +99.3% | +46.2% | +53.1% | +80.3% |
| 5Y | +143.7% | +39.7% | +104.0% | +121.8% |
| 10Y | +584.7% | +191.3% | +393.5% | +421.7% |
| All | +634.9% | +348.2% | +286.7% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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