+575.2%
HLT vs EW
+120.5%
+454.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.8% |
| 7D | -1.6% | -6.2% | +4.5% | +0.3% |
| 30D | -5.0% | -9.3% | +4.3% | -2.2% |
| 3M | -10.4% | -1.6% | -8.8% | -10.2% |
| 6M | +3.2% | -0.8% | +4.1% | +3.0% |
| YTD | +6.7% | -1.0% | +7.8% | +6.4% |
| 1Y | +10.3% | +8.2% | +2.1% | +6.7% |
| 3Y | +99.3% | +12.7% | +86.6% | +81.7% |
| 5Y | +143.7% | -30.2% | +173.9% | +156.6% |
| All | +575.2% | +120.5% | +454.8% | +415.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling