+10.3%
HLT vs EW
+7.8%
+2.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.5% |
| 7D | -1.6% | -6.2% | +4.5% | -0.4% |
| 30D | -5.0% | -9.3% | +4.3% | -3.3% |
| 3M | -10.4% | -1.6% | -8.8% | -10.3% |
| 6M | +3.2% | -0.8% | +4.1% | +2.9% |
| YTD | +6.7% | -1.0% | +7.8% | +6.3% |
| 1Y | +10.3% | +8.2% | +2.1% | +7.5% |
| All | +10.3% | +7.8% | +2.4% | +7.5% |
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