+636.8%
HLT vs ED
+215.2%
+421.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.2% | +1.9% | -3.2% | -1.5% |
| 3M | -10.3% | +1.9% | -12.2% | -10.6% |
| 6M | +1.3% | -2.3% | +3.5% | +1.4% |
| YTD | +7.0% | +10.9% | -3.9% | +5.5% |
| 1Y | +11.9% | +14.5% | -2.6% | +9.9% |
| 3Y | +100.7% | +33.4% | +67.3% | +91.6% |
| 5Y | +147.5% | +67.3% | +80.3% | +129.4% |
| 10Y | +586.5% | +110.7% | +475.9% | +528.7% |
| All | +636.8% | +215.2% | +421.6% | +540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling