+636.8%
HLT vs EW
+738.5%
-101.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | -1.5% | -5.1% | +3.7% | +0.1% |
| 30D | -1.2% | -6.4% | +5.1% | +0.6% |
| 3M | -10.3% | -1.6% | -8.8% | -10.2% |
| 6M | +1.3% | +2.3% | -1.0% | +0.1% |
| YTD | +7.0% | +1.1% | +5.9% | +6.0% |
| 1Y | +11.9% | +8.0% | +3.9% | +8.5% |
| 3Y | +100.7% | +16.3% | +84.3% | +82.1% |
| 5Y | +147.5% | -29.4% | +176.9% | +158.5% |
| 10Y | +586.5% | +125.6% | +460.9% | +406.3% |
| All | +636.8% | +738.5% | -101.6% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling