+29.4%
B vs HLT
+46.7%
-17.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +6.5% |
| 7D | +1.1% | +7.7% | -6.6% | -2.5% |
| 30D | +0.3% | +19.1% | -18.8% | -7.9% |
| 3M | +5.4% | +20.7% | -15.3% | -3.9% |
| 6M | +5.5% | +21.0% | -15.5% | -3.9% |
| YTD | -6.3% | +31.3% | -37.6% | -17.8% |
| 1Y | +29.4% | +45.9% | -16.5% | +8.6% |
| All | +29.4% | +46.7% | -17.3% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling