+483.8%
LITE vs HLT
+149.0%
+334.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.4% | +5.5% |
| 7D | -35.9% | +3.8% | -39.7% | -37.6% |
| 30D | -51.5% | +15.6% | -67.1% | -56.0% |
| 3M | -35.7% | +15.1% | -50.8% | -41.8% |
| 6M | -43.0% | +15.3% | -58.3% | -49.0% |
| YTD | +46.1% | +29.1% | +17.0% | +19.9% |
| 1Y | +124.7% | +39.9% | +84.8% | +73.8% |
| 3Y | +1,172.1% | +138.7% | +1,033.3% | +632.3% |
| All | +483.8% | +149.0% | +334.8% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling