+188.5%
B vs HLT
+803.9%
-615.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -7.3% | +0.7% | -8.0% | -7.4% |
| 30D | -3.3% | +13.7% | -17.1% | -4.4% |
| 3M | -7.8% | +16.3% | -24.1% | -9.0% |
| 6M | -15.5% | +19.9% | -35.5% | -16.9% |
| YTD | -12.3% | +30.1% | -42.3% | -14.1% |
| 1Y | +5.4% | +38.5% | -33.1% | +2.7% |
| 3Y | +165.5% | +131.0% | +34.5% | +149.8% |
| 5Y | +107.0% | +163.7% | -56.6% | +92.1% |
| 10Y | +210.6% | +697.4% | -486.8% | +164.5% |
| All | +188.5% | +803.9% | -615.4% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling