+138.4%
HLT vs ETR
+122.3%
+16.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.2% |
| 30D | -5.0% | -1.8% | -3.3% | -4.7% |
| 3M | -10.4% | -3.6% | -6.8% | -9.8% |
| 6M | +3.2% | +2.6% | +0.6% | +2.2% |
| YTD | +6.7% | +16.0% | -9.3% | +2.5% |
| 1Y | +10.3% | +20.1% | -9.9% | +4.9% |
| 3Y | +99.3% | +143.6% | -44.3% | +58.8% |
| All | +138.4% | +122.3% | +16.1% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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