+4,404.4%
DELL vs HLT
+590.2%
+3,814.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | -1.6% | +9.8% | +9.1% |
| 30D | +17.1% | -5.0% | +22.1% | +19.9% |
| 3M | +45.2% | -10.4% | +55.6% | +52.8% |
| 6M | +286.8% | +3.2% | +283.5% | +276.2% |
| YTD | +354.8% | +6.7% | +348.0% | +333.7% |
| 1Y | +358.3% | +10.3% | +348.0% | +327.0% |
| 3Y | +724.9% | +99.3% | +625.6% | +472.1% |
| 5Y | +1,193.7% | +143.7% | +1,050.0% | +698.5% |
| All | +4,404.4% | +590.2% | +3,814.2% | +1,762.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling