+163.4%
B vs HLT
+145.7%
+17.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +1.0% | -1.5% | +2.5% | +1.3% |
| 30D | +9.5% | -1.2% | +10.7% | +9.8% |
| 3M | +14.3% | -10.3% | +24.7% | +16.5% |
| 6M | -1.9% | +1.3% | -3.1% | -1.8% |
| YTD | +4.1% | +7.0% | -2.9% | +3.2% |
| 1Y | +56.1% | +11.9% | +44.2% | +53.8% |
| 3Y | +202.0% | +100.7% | +101.3% | +173.5% |
| All | +163.4% | +145.7% | +17.7% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling