+2,373.6%
TER vs HLT
+637.7%
+1,735.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.6% |
| 7D | +11.0% | -2.4% | +13.4% | +12.5% |
| 30D | -1.9% | -4.1% | +2.2% | +0.5% |
| 3M | -0.7% | -10.6% | +9.9% | +5.8% |
| 6M | +36.4% | +2.0% | +34.3% | +34.5% |
| YTD | +92.4% | +6.1% | +86.3% | +85.3% |
| 1Y | +213.5% | +9.8% | +203.7% | +193.4% |
| 3Y | +277.2% | +99.0% | +178.2% | +149.9% |
| 5Y | +219.1% | +151.5% | +67.7% | +85.1% |
| 10Y | +1,744.2% | +561.1% | +1,183.1% | +531.4% |
| All | +2,373.6% | +637.7% | +1,735.9% | +723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling