+634.9%
HLT vs EFV
+150.3%
+484.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.0% |
| 7D | -1.6% | -0.8% | -0.8% | -0.9% |
| 30D | -5.0% | +0.6% | -5.7% | -5.6% |
| 3M | -10.4% | +7.5% | -17.9% | -16.1% |
| 6M | +3.2% | +13.0% | -9.8% | -7.7% |
| YTD | +6.7% | +18.3% | -11.6% | -8.7% |
| 1Y | +10.3% | +26.7% | -16.5% | -11.4% |
| 3Y | +99.3% | +89.6% | +9.8% | +9.7% |
| 5Y | +143.7% | +98.2% | +45.5% | +29.1% |
| 10Y | +584.7% | +167.4% | +417.4% | +182.1% |
| All | +634.9% | +150.3% | +484.6% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling