+636.8%
HLT vs ENB
+140.5%
+496.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -1.5% | -0.3% | -1.1% | -1.3% |
| 30D | -1.2% | -1.1% | -0.2% | -0.9% |
| 3M | -10.3% | -8.5% | -1.9% | -7.4% |
| 6M | +1.3% | -4.5% | +5.8% | +2.6% |
| YTD | +7.0% | +9.1% | -2.1% | +2.4% |
| 1Y | +11.9% | +8.0% | +3.9% | +7.4% |
| 3Y | +100.7% | +77.8% | +22.8% | +55.2% |
| 5Y | +147.5% | +69.4% | +78.2% | +95.2% |
| 10Y | +586.5% | +100.5% | +486.1% | +384.9% |
| All | +636.8% | +140.5% | +496.3% | +360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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