+138.4%
HLT vs AEIS
+232.6%
-94.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -1.2% |
| 7D | -1.6% | +2.3% | -3.9% | -2.2% |
| 30D | -5.0% | -14.8% | +9.8% | -1.8% |
| 3M | -10.4% | -15.6% | +5.2% | -8.8% |
| 6M | +3.2% | -8.7% | +11.9% | +1.3% |
| YTD | +6.7% | +37.3% | -30.6% | -8.5% |
| 1Y | +10.3% | +80.3% | -70.1% | -14.8% |
| 3Y | +99.3% | +177.9% | -78.6% | +25.5% |
| All | +138.4% | +232.6% | -94.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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