+99.3%
HLT vs EWT
+198.4%
-99.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | -5.0% | +4.5% | -9.5% | -6.4% |
| 3M | -10.4% | +8.3% | -18.7% | -13.2% |
| 6M | +3.2% | +54.2% | -51.0% | -13.7% |
| YTD | +6.7% | +74.6% | -67.8% | -15.3% |
| 1Y | +10.3% | +84.9% | -74.6% | -15.0% |
| 3Y | +99.3% | +197.5% | -98.2% | +16.0% |
| All | +99.3% | +198.4% | -99.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling