+636.8%
HLT vs EL
+57.9%
+579.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.7% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | -1.2% | +13.7% | -14.9% | -5.7% |
| 3M | -10.3% | +14.5% | -24.8% | -14.8% |
| 6M | +1.3% | +7.4% | -6.1% | -2.9% |
| YTD | +7.0% | -4.7% | +11.7% | +5.3% |
| 1Y | +11.9% | +12.9% | -1.1% | +2.8% |
| 3Y | +100.7% | -32.2% | +132.9% | +106.6% |
| 5Y | +147.5% | -68.4% | +215.9% | +253.3% |
| 10Y | +586.5% | +28.3% | +558.3% | +409.7% |
| All | +636.8% | +57.9% | +579.0% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling