+67.8%
B vs HLT
+13.1%
+54.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -1.6% | -3.3% | +1.7% | -0.4% |
| 30D | +9.4% | -4.1% | +13.5% | +11.0% |
| 3M | +5.0% | -7.9% | +12.9% | +7.6% |
| 6M | -3.5% | +2.2% | -5.7% | -3.2% |
| YTD | +4.5% | +8.5% | -4.0% | +4.3% |
| 1Y | +67.8% | +12.1% | +55.6% | +69.8% |
| All | +67.8% | +13.1% | +54.7% | +69.8% |
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 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