+45.9%
HLT vs EFV
+25.8%
+20.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.3% | +1.1% |
| 7D | +7.7% | +2.9% | +4.8% | +5.5% |
| 30D | +19.1% | +3.6% | +15.5% | +16.1% |
| 3M | +20.7% | -0.1% | +20.8% | +20.6% |
| 6M | +21.0% | +9.6% | +11.4% | +12.1% |
| YTD | +31.3% | +17.0% | +14.3% | +12.4% |
| 1Y | +45.9% | +25.7% | +20.2% | +14.4% |
| All | +45.9% | +25.8% | +20.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling