+45.9%
HLT vs TEM
-11.1%
+57.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.6% |
| 7D | +7.7% | -1.3% | +9.0% | +7.7% |
| 30D | +19.1% | -9.5% | +28.6% | +19.3% |
| 3M | +20.7% | +60.7% | -40.0% | +17.0% |
| 6M | +21.0% | +35.5% | -14.4% | +18.6% |
| YTD | +31.3% | +28.0% | +3.2% | +27.6% |
| 1Y | +45.9% | -10.5% | +56.4% | +45.5% |
| All | +45.9% | -11.1% | +57.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling