+346.0%
HLT vs SE
+569.0%
-223.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.4% |
| 7D | -1.5% | -3.6% | +2.2% | -1.0% |
| 30D | -1.2% | -5.3% | +4.1% | -0.7% |
| 3M | -10.3% | +28.1% | -38.4% | -13.8% |
| 6M | +1.3% | +20.7% | -19.4% | -2.1% |
| YTD | +7.0% | -14.8% | +21.8% | +8.0% |
| 1Y | +11.9% | -43.6% | +55.4% | +19.1% |
| 3Y | +100.7% | +184.2% | -83.5% | +66.5% |
| 5Y | +147.5% | -66.3% | +213.8% | +151.2% |
| All | +346.0% | +569.0% | -223.0% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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