+565.7%
AMZN vs HLT
+590.2%
-24.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -0.7% | -1.6% | +0.9% | 0.0% |
| 30D | -3.9% | -5.0% | +1.1% | -1.9% |
| 3M | +6.3% | -10.4% | +16.7% | +10.9% |
| 6M | +20.8% | +3.2% | +17.5% | +18.5% |
| YTD | +11.2% | +6.7% | +4.5% | +7.4% |
| 1Y | +11.7% | +10.3% | +1.4% | +5.9% |
| 3Y | +79.4% | +99.3% | -19.9% | +34.0% |
| 5Y | +48.0% | +143.7% | -95.7% | +3.3% |
| All | +565.7% | +590.2% | -24.5% | +218.7% |
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