+1,493.1%
LITE vs HLT
+694.7%
+798.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +0.7% | +10.1% | +10.3% |
| 30D | -33.4% | +13.7% | -47.2% | -38.5% |
| 3M | -32.2% | +16.3% | -48.6% | -38.5% |
| 6M | -42.1% | +19.9% | -62.0% | -48.7% |
| YTD | +61.9% | +30.1% | +31.8% | +35.9% |
| 1Y | +163.0% | +38.5% | +124.5% | +112.4% |
| 3Y | +1,358.0% | +131.0% | +1,227.0% | +808.1% |
| 5Y | +549.9% | +163.7% | +386.2% | +268.9% |
| All | +1,493.1% | +694.7% | +798.4% | +473.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling