+636.8%
HLT vs ATI
+593.9%
+42.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.5% | +2.4% | -3.9% | -2.0% |
| 30D | -1.2% | -9.5% | +8.2% | +0.9% |
| 3M | -10.3% | +10.4% | -20.7% | -12.9% |
| 6M | +1.3% | +31.8% | -30.5% | -6.0% |
| YTD | +7.0% | +80.0% | -73.0% | -7.7% |
| 1Y | +11.9% | +175.8% | -164.0% | -13.2% |
| 3Y | +100.7% | +364.2% | -263.6% | +33.2% |
| 5Y | +147.5% | +1,076.9% | -929.3% | +29.4% |
| 10Y | +586.5% | +1,178.1% | -591.6% | +214.4% |
| All | +636.8% | +593.9% | +42.9% | +242.6% |
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