+207.0%
C vs HLT
+694.7%
-487.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.2% | +0.7% | +3.5% | +3.7% |
| 30D | +2.0% | +13.7% | -11.8% | -6.0% |
| 3M | -10.1% | +16.3% | -26.5% | -18.6% |
| 6M | +1.0% | +19.9% | -18.9% | -10.7% |
| YTD | +8.5% | +30.1% | -21.6% | -9.2% |
| 1Y | +25.7% | +38.5% | -12.8% | +0.9% |
| 3Y | +216.0% | +131.0% | +84.9% | +82.3% |
| 5Y | +112.3% | +163.7% | -51.4% | +7.9% |
| All | +207.0% | +694.7% | -487.7% | -13.8% |
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 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