+10.3%
HLT vs TEM
-25.7%
+36.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.6% | -8.7% | +7.1% | -1.3% |
| 30D | -5.0% | +8.1% | -13.1% | -5.7% |
| 3M | -10.4% | +19.0% | -29.4% | -11.4% |
| 6M | +3.2% | +12.0% | -8.8% | +1.6% |
| YTD | +6.7% | -0.1% | +6.8% | +5.3% |
| 1Y | +10.3% | -33.5% | +43.8% | +6.7% |
| All | +10.3% | -25.7% | +36.0% | +6.7% |
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