+45.9%
HLT vs ET
+24.7%
+21.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +2.5% |
| 7D | +7.7% | -6.0% | +13.7% | +5.9% |
| 30D | +19.1% | -6.1% | +25.2% | +17.3% |
| 3M | +20.7% | -2.7% | +23.4% | +20.2% |
| 6M | +21.0% | +0.2% | +20.8% | +21.3% |
| YTD | +31.3% | +24.3% | +6.9% | +33.6% |
| 1Y | +45.9% | +26.4% | +19.5% | +48.7% |
| All | +45.9% | +24.7% | +21.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling