+636.8%
HLT vs ETR
+481.7%
+155.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -1.5% | +0.4% | -1.8% | -1.6% |
| 30D | -1.2% | +2.0% | -3.3% | -1.9% |
| 3M | -10.3% | -1.7% | -8.7% | -10.0% |
| 6M | +1.3% | +3.6% | -2.3% | -0.4% |
| YTD | +7.0% | +18.0% | -11.0% | +0.8% |
| 1Y | +11.9% | +26.2% | -14.4% | +3.0% |
| 3Y | +100.7% | +148.0% | -47.3% | +45.4% |
| 5Y | +147.5% | +126.1% | +21.5% | +82.9% |
| 10Y | +586.5% | +302.3% | +284.3% | +342.2% |
| All | +636.8% | +481.7% | +155.1% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling