+575.2%
HLT vs EL
+26.1%
+549.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.6% | -6.5% | +4.9% | +0.4% |
| 30D | -5.0% | +11.1% | -16.2% | -8.5% |
| 3M | -10.4% | +10.7% | -21.1% | -13.7% |
| 6M | +3.2% | +6.9% | -3.6% | -0.6% |
| YTD | +6.7% | -6.3% | +13.0% | +5.7% |
| 1Y | +10.3% | +13.5% | -3.2% | +1.5% |
| 3Y | +99.3% | -33.1% | +132.4% | +106.4% |
| 5Y | +143.7% | -68.8% | +212.4% | +249.3% |
| All | +575.2% | +26.1% | +549.1% | +492.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling