+384.5%
ALAB vs HLT
+48.0%
+336.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.4% |
| 7D | +9.6% | -1.5% | +11.1% | +10.8% |
| 30D | -5.3% | -1.2% | -4.0% | -4.8% |
| 3M | -12.0% | -10.3% | -1.7% | -5.2% |
| 6M | +145.7% | +1.3% | +144.5% | +137.6% |
| YTD | +80.7% | +7.0% | +73.6% | +64.8% |
| 1Y | +40.1% | +11.9% | +28.3% | +20.8% |
| All | +384.5% | +48.0% | +336.5% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling