+575.2%
HLT vs ET
+177.0%
+398.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -5.0% | +2.9% | -7.9% | -5.9% |
| 3M | -10.4% | +16.8% | -27.2% | -14.9% |
| 6M | +3.2% | +18.9% | -15.6% | -2.7% |
| YTD | +6.7% | +37.7% | -31.0% | -4.3% |
| 1Y | +10.3% | +32.4% | -22.2% | 0.0% |
| 3Y | +99.3% | +99.5% | -0.2% | +57.5% |
| 5Y | +143.7% | +244.0% | -100.3% | +61.7% |
| All | +575.2% | +177.0% | +398.2% | +334.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling