+636.8%
HLT vs ESI
+219.9%
+417.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -1.5% | +3.9% | -5.4% | -2.6% |
| 30D | -1.2% | -3.8% | +2.5% | -0.3% |
| 3M | -10.3% | -13.1% | +2.8% | -7.7% |
| 6M | +1.3% | +11.3% | -10.1% | -4.4% |
| YTD | +7.0% | +44.1% | -37.1% | -7.2% |
| 1Y | +11.9% | +40.3% | -28.5% | -2.7% |
| 3Y | +100.7% | +84.1% | +16.6% | +57.8% |
| 5Y | +147.5% | +75.8% | +71.7% | +95.7% |
| 10Y | +586.5% | +320.7% | +265.8% | +318.1% |
| All | +636.8% | +219.9% | +417.0% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling