+201.4%
B vs HLT
+590.2%
-388.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | +6.3% | -5.0% | +11.4% | +6.8% |
| 3M | +12.1% | -10.4% | +22.5% | +13.1% |
| 6M | -3.1% | +3.2% | -6.3% | -3.2% |
| YTD | +2.0% | +6.7% | -4.8% | +1.6% |
| 1Y | +51.7% | +10.3% | +41.4% | +50.8% |
| 3Y | +190.5% | +99.3% | +91.2% | +179.6% |
| 5Y | +158.0% | +143.7% | +14.3% | +145.8% |
| All | +201.4% | +590.2% | -388.8% | +201.5% |
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