+47.5%
CCL vs HLT
+99.0%
-51.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | -4.3% | -2.6% | -1.7% | -1.3% |
| 30D | -19.0% | -2.6% | -16.3% | -16.7% |
| 3M | -13.1% | -9.4% | -3.7% | -3.0% |
| 6M | -13.3% | +2.7% | -16.0% | -16.6% |
| YTD | -25.2% | +6.8% | -32.0% | -31.1% |
| 1Y | -27.2% | +12.4% | -39.6% | -37.1% |
| All | +47.5% | +99.0% | -51.5% | -35.5% |
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