-11.3%
ABT vs HLT
+142.1%
-153.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -5.9% | -1.6% | -4.3% | -5.5% |
| 30D | -8.1% | -5.0% | -3.1% | -7.0% |
| 3M | +14.5% | -10.4% | +24.9% | +17.3% |
| 6M | -6.3% | +3.2% | -9.5% | -7.3% |
| YTD | -17.1% | +6.7% | -23.9% | -18.7% |
| 1Y | -21.4% | +10.3% | -31.6% | -23.6% |
| 3Y | +5.9% | +99.3% | -93.4% | -13.0% |
| All | -11.3% | +142.1% | -153.3% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling