+635.0%
HLT vs EWT
+585.2%
+49.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.2% |
| 7D | -2.6% | -1.1% | -1.5% | -2.0% |
| 30D | -2.6% | +4.8% | -7.4% | -5.4% |
| 3M | -9.4% | +11.1% | -20.6% | -16.3% |
| 6M | +2.7% | +54.6% | -51.9% | -23.9% |
| YTD | +6.8% | +71.4% | -64.7% | -26.3% |
| 1Y | +12.4% | +82.1% | -69.7% | -26.0% |
| 3Y | +100.2% | +193.2% | -93.1% | -8.0% |
| 5Y | +143.7% | +146.1% | -2.4% | +26.5% |
| 10Y | +584.9% | +505.0% | +79.8% | +92.3% |
| All | +635.0% | +585.2% | +49.8% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling