+107.7%
COST vs HLT
+142.1%
-34.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -4.7% | -5.0% | +0.3% | -3.3% |
| 3M | -7.1% | -10.4% | +3.3% | -4.4% |
| 6M | -8.5% | +3.2% | -11.8% | -10.0% |
| YTD | +5.4% | +6.7% | -1.4% | +2.3% |
| 1Y | -5.6% | +10.3% | -15.9% | -9.6% |
| 3Y | +68.5% | +99.3% | -30.9% | +31.4% |
| All | +107.7% | +142.1% | -34.4% | +54.9% |
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