-42.6%
CCL vs HLT
+590.2%
-632.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -3.2% | -1.6% | -1.6% | -1.3% |
| 30D | -17.8% | -5.0% | -12.8% | -12.4% |
| 3M | -18.7% | -10.4% | -8.3% | -7.5% |
| 6M | -11.4% | +3.2% | -14.6% | -15.3% |
| YTD | -24.3% | +6.7% | -31.1% | -30.5% |
| 1Y | -28.8% | +10.3% | -39.1% | -37.6% |
| 3Y | +49.3% | +99.3% | -50.0% | -39.0% |
| 5Y | +1.6% | +143.7% | -142.1% | -67.0% |
| All | -42.6% | +590.2% | -632.9% | -90.3% |
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