-19.8%
CCL vs HLT
+637.7%
-657.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | +1.2% |
| 7D | -0.1% | -2.4% | +2.3% | +2.7% |
| 30D | -20.0% | -4.1% | -15.9% | -16.3% |
| 3M | -13.7% | -10.6% | -3.1% | -2.6% |
| 6M | -9.0% | +2.0% | -11.1% | -11.1% |
| YTD | -22.8% | +6.1% | -29.0% | -27.8% |
| 1Y | -25.3% | +9.8% | -35.1% | -32.9% |
| 3Y | +54.1% | +99.0% | -44.9% | -28.9% |
| 5Y | +3.5% | +151.5% | -148.0% | -61.4% |
| 10Y | -41.0% | +561.1% | -602.2% | -87.6% |
| All | -19.8% | +637.7% | -657.5% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling