+3.7%
F vs HLT
+46.7%
-43.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +1.5% |
| 7D | +6.0% | +7.7% | -1.7% | +2.9% |
| 30D | +4.3% | +19.1% | -14.8% | -2.8% |
| 3M | -10.1% | +20.7% | -30.8% | -16.7% |
| 6M | +12.8% | +21.0% | -8.3% | +2.7% |
| YTD | -0.1% | +31.3% | -31.3% | -13.7% |
| 1Y | +3.7% | +45.9% | -42.2% | -17.7% |
| All | +3.7% | +46.7% | -43.0% | -17.7% |
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