+575.2%
HLT vs ES
+82.1%
+493.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.6% | -3.6% | +2.0% | -0.9% |
| 30D | -5.0% | -4.2% | -0.8% | -4.3% |
| 3M | -10.4% | +0.1% | -10.5% | -10.5% |
| 6M | +3.2% | -6.2% | +9.5% | +4.3% |
| YTD | +6.7% | +4.1% | +2.7% | +5.6% |
| 1Y | +10.3% | +10.2% | +0.1% | +7.4% |
| 3Y | +99.3% | +26.1% | +73.3% | +86.7% |
| 5Y | +143.7% | -5.3% | +149.0% | +141.1% |
| All | +575.2% | +82.1% | +493.2% | +542.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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