+1,559.1%
TER vs HLT
+803.9%
+755.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | +0.7% | +13.6% | +13.8% |
| 30D | -30.6% | +13.7% | -44.3% | -36.3% |
| 3M | -39.2% | +16.3% | -55.5% | -45.2% |
| 6M | -31.3% | +19.9% | -51.2% | -39.8% |
| YTD | +29.1% | +30.1% | -1.0% | +8.7% |
| 1Y | +47.4% | +38.5% | +8.9% | +19.1% |
| 3Y | +191.2% | +131.0% | +60.2% | +74.4% |
| 5Y | +74.0% | +163.7% | -89.7% | -3.7% |
| 10Y | +1,005.1% | +697.4% | +307.7% | +233.5% |
| All | +1,559.1% | +803.9% | +755.2% | +383.3% |
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 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