+358.7%
ALAB vs HLT
+47.7%
+311.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.1% |
| 7D | +0.6% | -2.6% | +3.2% | +2.6% |
| 30D | -8.8% | -2.6% | -6.2% | -7.3% |
| 3M | -14.0% | -9.4% | -4.6% | -8.1% |
| 6M | +144.3% | +2.7% | +141.5% | +133.1% |
| YTD | +71.0% | +6.8% | +64.3% | +56.4% |
| 1Y | +23.5% | +12.4% | +11.2% | +6.0% |
| All | +358.7% | +47.7% | +311.0% | +191.0% |
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 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