+143.3%
DELL vs HLT
+46.7%
+96.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -8.5% |
| 7D | -24.6% | +7.7% | -32.3% | -24.2% |
| 30D | -32.5% | +19.1% | -51.6% | -32.3% |
| 3M | -20.2% | +20.7% | -40.9% | -20.0% |
| 6M | +76.5% | +21.0% | +55.4% | +73.0% |
| YTD | +198.9% | +31.3% | +167.7% | +179.8% |
| 1Y | +143.3% | +45.9% | +97.5% | +114.6% |
| All | +143.3% | +46.7% | +96.7% | +114.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling