+272.1%
C vs HLT
+99.5%
+172.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.3% |
| 7D | +2.6% | -1.5% | +4.0% | +3.5% |
| 30D | +1.9% | -1.2% | +3.2% | +2.5% |
| 3M | +2.8% | -10.3% | +13.1% | +9.4% |
| 6M | +30.6% | +1.3% | +29.3% | +28.1% |
| YTD | +19.9% | +7.0% | +12.9% | +13.4% |
| 1Y | +44.6% | +11.9% | +32.7% | +32.1% |
| All | +272.1% | +99.5% | +172.6% | +150.1% |
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