+45.9%
HLT vs EWT
+54.0%
-8.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +7.7% | -10.9% | +18.6% | +9.4% |
| 30D | +19.1% | -17.7% | +36.8% | +22.5% |
| 3M | +20.7% | -5.0% | +25.7% | +20.9% |
| 6M | +21.0% | +7.4% | +13.7% | +15.3% |
| YTD | +31.3% | +52.8% | -21.5% | +12.5% |
| 1Y | +45.9% | +55.2% | -9.3% | +25.1% |
| All | +45.9% | +54.0% | -8.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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