+199.8%
TER vs HLT
+13.1%
+186.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.5% | +6.0% |
| 7D | +0.6% | -3.3% | +3.9% | +2.6% |
| 30D | -8.3% | -4.1% | -4.2% | -6.3% |
| 3M | -12.2% | -7.9% | -4.3% | -8.2% |
| 6M | +17.0% | +2.2% | +14.9% | +14.4% |
| YTD | +84.6% | +8.5% | +76.1% | +80.0% |
| 1Y | +199.8% | +12.1% | +187.7% | +183.0% |
| All | +199.8% | +13.1% | +186.7% | +183.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling