+2.7%
HLT vs TE
-36.2%
+38.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | -0.1% |
| 7D | -2.6% | +0.9% | -3.5% | -2.6% |
| 30D | -2.6% | -16.3% | +13.6% | -2.3% |
| 3M | -9.4% | -40.8% | +31.3% | -8.7% |
| 6M | +2.7% | -42.6% | +45.3% | +6.3% |
| All | +2.7% | -36.2% | +38.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 6mo: compounded portfolio wealth divided by compounded TE 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…
6mo analysis · Full analysis span regression · 6 months rolling