-55.9%
ADBE vs HLT
+99.0%
-155.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -12.9% | -2.6% | -10.3% | -12.0% |
| 30D | -5.6% | -2.6% | -3.0% | -4.8% |
| 3M | +6.6% | -9.4% | +16.0% | +10.2% |
| 6M | -9.6% | +2.7% | -12.3% | -12.6% |
| YTD | -28.9% | +6.8% | -35.7% | -33.0% |
| 1Y | -28.9% | +12.4% | -41.3% | -35.2% |
| All | -55.9% | +99.0% | -155.0% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling