+1.5%
CARR vs HLT
+99.0%
-97.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -1.6% | -2.2% | -2.8% |
| 30D | -8.9% | -5.0% | -3.9% | -6.1% |
| 3M | -17.3% | -10.4% | -6.9% | -11.7% |
| 6M | -1.4% | +3.2% | -4.6% | -3.8% |
| YTD | +10.0% | +6.7% | +3.3% | +4.9% |
| 1Y | -6.4% | +10.3% | -16.6% | -12.8% |
| 3Y | +1.5% | +99.3% | -97.8% | -39.8% |
| All | +1.5% | +99.0% | -97.5% | -39.8% |
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