+138.4%
HLT vs EWT
+149.5%
-11.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.9% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | -5.0% | +4.5% | -9.5% | -7.1% |
| 3M | -10.4% | +8.3% | -18.7% | -14.6% |
| 6M | +3.2% | +54.2% | -51.0% | -20.1% |
| YTD | +6.7% | +74.6% | -67.8% | -23.4% |
| 1Y | +10.3% | +84.9% | -74.6% | -24.1% |
| 3Y | +99.3% | +197.5% | -98.2% | -6.1% |
| All | +138.4% | +149.5% | -11.0% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling