+46.3%
HLT vs TEM
+46.9%
-0.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.1% |
| 7D | -2.6% | -9.2% | +6.6% | -1.9% |
| 30D | -2.6% | +5.5% | -8.1% | -3.4% |
| 3M | -9.4% | +18.7% | -28.1% | -11.2% |
| 6M | +2.7% | +15.4% | -12.7% | +0.4% |
| YTD | +6.8% | -0.5% | +7.3% | +5.3% |
| 1Y | +12.4% | -24.8% | +37.2% | +12.6% |
| All | +46.3% | +46.9% | -0.5% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling