+191.2%
TER vs HLT
+133.3%
+57.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +14.4% | +0.7% | +13.6% | +13.7% |
| 30D | -30.6% | +13.7% | -44.3% | -37.8% |
| 3M | -39.2% | +16.3% | -55.5% | -46.9% |
| 6M | -31.3% | +19.9% | -51.2% | -42.7% |
| YTD | +29.1% | +30.1% | -1.0% | +1.5% |
| 1Y | +47.4% | +38.5% | +8.9% | +8.8% |
| 3Y | +191.2% | +131.0% | +60.2% | +28.1% |
| All | +191.2% | +133.3% | +57.9% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling