+151.4%
ADBE vs HLT
+590.2%
-438.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -1.6% | -3.8% | -4.7% |
| 30D | -2.5% | -5.0% | +2.5% | -0.4% |
| 3M | +15.3% | -10.4% | +25.7% | +20.2% |
| 6M | -7.8% | +3.2% | -11.1% | -10.3% |
| YTD | -27.9% | +6.7% | -34.7% | -31.1% |
| 1Y | -28.0% | +10.3% | -38.3% | -32.4% |
| 3Y | -55.3% | +99.3% | -154.7% | -67.9% |
| 5Y | -61.7% | +143.7% | -205.4% | -74.9% |
| All | +151.4% | +590.2% | -438.8% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling