+45.9%
HLT vs EL
+25.6%
+20.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +2.7% |
| 7D | +7.7% | +2.5% | +5.2% | +7.3% |
| 30D | +19.1% | +20.1% | -1.0% | +16.5% |
| 3M | +20.7% | +29.3% | -8.6% | +16.8% |
| 6M | +21.0% | +38.8% | -17.7% | +16.0% |
| YTD | +31.3% | +8.1% | +23.2% | +27.3% |
| 1Y | +45.9% | +22.3% | +23.5% | +40.8% |
| All | +45.9% | +25.6% | +20.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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