-0.8%
CCL vs HLT
+142.1%
-142.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.5% |
| 3M | -18.7% | -10.4% | -8.3% | -7.7% |
| 6M | -11.4% | +3.2% | -14.6% | -15.3% |
| YTD | -24.3% | +6.7% | -31.1% | -30.4% |
| 1Y | -28.8% | +10.3% | -39.1% | -37.4% |
| 3Y | +49.3% | +99.3% | -50.0% | -38.3% |
| All | -0.8% | +142.1% | -142.9% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling