+1,851.9%
TER vs HLT
+590.2%
+1,261.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +6.4% | -1.6% | +8.0% | +7.4% |
| 30D | -5.7% | -5.0% | -0.7% | -2.7% |
| 3M | -0.4% | -10.4% | +10.0% | +6.2% |
| 6M | +25.8% | +3.2% | +22.6% | +23.0% |
| YTD | +96.4% | +6.7% | +89.7% | +87.9% |
| 1Y | +229.2% | +10.3% | +219.0% | +206.0% |
| 3Y | +288.1% | +99.3% | +188.8% | +150.1% |
| 5Y | +219.9% | +143.7% | +76.2% | +82.2% |
| All | +1,851.9% | +590.2% | +1,261.7% | +568.3% |
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