+636.8%
HLT vs ECL
+203.2%
+433.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +2.0% |
| 7D | -1.5% | -2.7% | +1.3% | 0.0% |
| 30D | -1.2% | -4.3% | +3.0% | +1.1% |
| 3M | -10.3% | +3.2% | -13.6% | -12.3% |
| 6M | +1.3% | -2.9% | +4.2% | +2.4% |
| YTD | +7.0% | +4.3% | +2.8% | +4.1% |
| 1Y | +11.9% | +1.6% | +10.2% | +10.0% |
| 3Y | +100.7% | +54.3% | +46.4% | +54.5% |
| 5Y | +147.5% | +26.5% | +121.0% | +108.4% |
| 10Y | +586.5% | +155.6% | +430.9% | +274.7% |
| All | +636.8% | +203.2% | +433.6% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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