+12.1%
HLT vs EWT
+99.0%
-86.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -3.3% | +4.0% | -7.3% | -3.9% |
| 30D | -4.1% | +10.3% | -14.4% | -5.6% |
| 3M | -7.9% | +6.1% | -14.0% | -9.0% |
| 6M | +2.2% | +56.6% | -54.5% | -9.3% |
| YTD | +8.5% | +76.6% | -68.1% | -4.0% |
| 1Y | +12.1% | +97.9% | -85.7% | +0.2% |
| All | +12.1% | +99.0% | -86.8% | +0.2% |
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