+4,521.4%
DELL vs HLT
+540.6%
+3,980.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.2% |
| 7D | -1.9% | -2.6% | +0.7% | -0.6% |
| 30D | +14.9% | -2.6% | +17.5% | +16.3% |
| 3M | +37.2% | -9.4% | +46.6% | +43.6% |
| 6M | +254.0% | +2.7% | +251.3% | +245.2% |
| YTD | +306.1% | +6.8% | +299.4% | +287.3% |
| 1Y | +312.3% | +12.4% | +299.9% | +280.4% |
| 3Y | +654.0% | +100.2% | +553.9% | +422.1% |
| 5Y | +1,055.3% | +143.7% | +911.6% | +613.5% |
| 10Y | +3,948.9% | +584.9% | +3,364.1% | +1,566.8% |
| All | +4,521.4% | +540.6% | +3,980.8% | +1,873.4% |
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