+862.1%
COST vs HLT
+641.9%
+220.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -2.6% | +0.1% | -2.0% |
| 30D | -4.4% | -2.6% | -1.8% | -3.9% |
| 3M | -8.1% | -9.4% | +1.3% | -6.3% |
| 6M | -9.2% | +2.7% | -12.0% | -10.1% |
| YTD | +5.1% | +6.8% | -1.7% | +3.0% |
| 1Y | -5.1% | +12.4% | -17.4% | -8.1% |
| 3Y | +70.4% | +100.2% | -29.8% | +45.0% |
| 5Y | +104.7% | +143.7% | -39.0% | +66.2% |
| 10Y | +608.8% | +584.9% | +24.0% | +351.0% |
| All | +862.1% | +641.9% | +220.2% | +507.4% |
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