+196.6%
B vs HLT
+99.5%
+97.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | +9.5% | -1.2% | +10.7% | +9.9% |
| 3M | +14.3% | -10.3% | +24.7% | +17.2% |
| 6M | -1.9% | +1.3% | -3.1% | -1.7% |
| YTD | +4.1% | +7.0% | -2.9% | +3.2% |
| 1Y | +56.1% | +11.9% | +44.2% | +53.6% |
| All | +196.6% | +99.5% | +97.0% | +161.8% |
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 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