+2.7%
HLT vs TEM
+12.1%
-9.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | 0.0% |
| 7D | -2.6% | -9.2% | +6.6% | -2.1% |
| 30D | -2.6% | +5.5% | -8.1% | -3.4% |
| 3M | -9.4% | +18.7% | -28.1% | -10.8% |
| 6M | +2.7% | +15.4% | -12.7% | +1.9% |
| All | +2.7% | +12.1% | -9.4% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling