+85.2%
F vs HLT
+590.3%
-505.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -3.7% | -2.6% | -1.1% | -2.2% |
| 30D | -0.7% | -2.6% | +1.9% | +0.8% |
| 3M | -1.9% | -9.4% | +7.5% | +3.6% |
| 6M | +16.1% | +2.7% | +13.3% | +13.2% |
| YTD | +9.5% | +6.8% | +2.7% | +4.2% |
| 1Y | +27.2% | +12.4% | +14.9% | +17.0% |
| 3Y | +36.3% | +100.2% | -63.9% | -13.4% |
| 5Y | +49.3% | +143.7% | -94.5% | -17.2% |
| All | +85.2% | +590.3% | -505.1% | -38.2% |
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