+45.9%
HLT vs EW
+19.7%
+26.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.5% |
| 7D | +7.7% | +8.3% | -0.6% | +5.8% |
| 30D | +19.1% | +13.9% | +5.2% | +15.8% |
| 3M | +20.7% | +10.9% | +9.8% | +17.9% |
| 6M | +21.0% | +19.2% | +1.8% | +15.9% |
| YTD | +31.3% | +16.6% | +14.7% | +26.9% |
| 1Y | +45.9% | +18.1% | +27.8% | +40.6% |
| All | +45.9% | +19.7% | +26.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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