+99.3%
HLT vs EW
+14.0%
+85.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.4% |
| 7D | -1.6% | -6.2% | +4.5% | -0.6% |
| 30D | -5.0% | -9.3% | +4.3% | -3.5% |
| 3M | -10.4% | -1.6% | -8.8% | -10.3% |
| 6M | +3.2% | -0.8% | +4.1% | +3.1% |
| YTD | +6.7% | -1.0% | +7.8% | +6.5% |
| 1Y | +10.3% | +8.2% | +2.1% | +8.4% |
| 3Y | +99.3% | +12.7% | +86.6% | +93.0% |
| All | +99.3% | +14.0% | +85.3% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling