+575.2%
HLT vs ED
+108.5%
+466.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | -10.4% | +0.5% | -10.9% | -10.5% |
| 6M | +3.2% | -3.1% | +6.4% | +3.5% |
| YTD | +6.7% | +9.8% | -3.1% | +5.3% |
| 1Y | +10.3% | +12.6% | -2.3% | +8.4% |
| 3Y | +99.3% | +31.4% | +67.9% | +90.0% |
| 5Y | +143.7% | +69.4% | +74.3% | +123.9% |
| All | +575.2% | +108.5% | +466.7% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling