+635.0%
HLT vs AEP
+323.5%
+311.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | -0.1% |
| 7D | -2.6% | -1.0% | -1.6% | -2.4% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | -9.4% | -3.2% | -6.2% | -8.9% |
| 6M | +2.7% | -5.3% | +8.0% | +3.6% |
| YTD | +6.8% | +9.5% | -2.8% | +4.4% |
| 1Y | +12.4% | +17.5% | -5.1% | +8.1% |
| 3Y | +100.2% | +77.0% | +23.2% | +74.1% |
| 5Y | +143.7% | +66.4% | +77.3% | +114.0% |
| 10Y | +584.9% | +175.1% | +409.8% | +438.3% |
| All | +635.0% | +323.5% | +311.6% | +420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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