+99.3%
HLT vs ATI
+341.0%
-241.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -5.6% | +4.0% | -0.4% |
| 30D | -5.0% | -13.7% | +8.7% | -2.2% |
| 3M | -10.4% | -0.4% | -10.0% | -10.8% |
| 6M | +3.2% | +26.2% | -23.0% | -2.9% |
| YTD | +6.7% | +73.2% | -66.5% | -6.3% |
| 1Y | +10.3% | +161.6% | -151.3% | -12.0% |
| 3Y | +99.3% | +346.2% | -246.8% | +44.3% |
| All | +99.3% | +341.0% | -241.7% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling