+272.3%
ABT vs HLT
+643.8%
-371.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -4.7% | -1.5% | -3.3% | -4.4% |
| 30D | -3.1% | -1.2% | -1.9% | -2.8% |
| 3M | +16.1% | -10.3% | +26.5% | +19.2% |
| 6M | -5.3% | +1.3% | -6.6% | -6.0% |
| YTD | -14.4% | +7.0% | -21.5% | -16.3% |
| 1Y | -18.4% | +11.9% | -30.3% | -21.2% |
| 3Y | +11.2% | +100.7% | -89.5% | -9.0% |
| 5Y | -9.4% | +147.5% | -156.9% | -31.2% |
| 10Y | +209.7% | +586.5% | -376.8% | +58.6% |
| All | +272.3% | +643.8% | -371.5% | +88.7% |
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