+295.7%
AMD vs HLT
+137.1%
+158.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.9% |
| 7D | -11.0% | +3.8% | -14.8% | -13.1% |
| 30D | -30.5% | +15.6% | -46.0% | -37.2% |
| 3M | -8.2% | +15.1% | -23.3% | -17.3% |
| 6M | +6.6% | +15.3% | -8.8% | -5.2% |
| YTD | +109.7% | +29.1% | +80.5% | +68.5% |
| 1Y | +88.9% | +39.9% | +49.0% | +40.1% |
| All | +295.7% | +137.1% | +158.5% | +60.6% |
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