+646.9%
HLT vs ES
+168.1%
+478.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -4.1% | -2.0% | -2.1% | -3.7% |
| 3M | -7.9% | +1.7% | -9.6% | -8.3% |
| 6M | +2.2% | -3.5% | +5.7% | +2.7% |
| YTD | +8.5% | +7.9% | +0.6% | +6.5% |
| 1Y | +12.1% | +17.2% | -5.0% | +7.8% |
| 3Y | +107.6% | +29.3% | +78.3% | +93.3% |
| 5Y | +156.4% | -5.7% | +162.1% | +153.7% |
| 10Y | +566.3% | +85.2% | +481.1% | +478.5% |
| All | +646.9% | +168.1% | +478.8% | +489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling