+795.5%
HLT vs ES
+173.9%
+621.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.7% | +2.7% | -2.0% | +0.2% |
| 30D | +13.7% | +7.6% | +6.2% | +12.1% |
| 3M | +16.3% | +0.5% | +15.9% | +16.1% |
| 6M | +19.9% | +7.6% | +12.3% | +18.0% |
| YTD | +30.1% | +10.2% | +19.8% | +27.1% |
| 1Y | +38.5% | +1.8% | +36.7% | +37.2% |
| 3Y | +131.0% | +55.4% | +75.7% | +107.2% |
| 5Y | +163.7% | +7.3% | +156.4% | +154.2% |
| 10Y | +697.4% | +96.4% | +601.1% | +583.5% |
| All | +795.5% | +173.9% | +621.6% | +602.8% |
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