+138.4%
HLT vs ESI
+67.8%
+70.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.6% | -4.6% | +3.0% | 0.0% |
| 30D | -5.0% | -10.5% | +5.5% | -1.5% |
| 3M | -10.4% | -19.8% | +9.4% | -4.5% |
| 6M | +3.2% | +5.8% | -2.6% | -3.5% |
| YTD | +6.7% | +38.3% | -31.6% | -12.1% |
| 1Y | +10.3% | +31.5% | -21.2% | -8.0% |
| 3Y | +99.3% | +80.7% | +18.7% | +36.2% |
| All | +138.4% | +67.8% | +70.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling