+369.5%
ALAB vs HLT
+47.6%
+321.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -6.2% | -1.6% | -4.6% | -5.0% |
| 30D | -8.7% | -5.0% | -3.6% | -5.4% |
| 3M | -20.7% | -10.4% | -10.4% | -14.6% |
| 6M | +133.5% | +3.2% | +130.3% | +122.0% |
| YTD | +75.1% | +6.7% | +68.3% | +60.0% |
| 1Y | +25.0% | +10.3% | +14.8% | +9.5% |
| All | +369.5% | +47.6% | +321.9% | +197.9% |
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