-6.1%
F vs HLT
+36.0%
-42.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | 0.0% | +13.7% | -13.7% | -4.9% |
| 3M | -13.2% | +16.3% | -29.6% | -18.1% |
| 6M | -10.2% | +19.9% | -30.1% | -17.7% |
| YTD | -4.9% | +30.1% | -35.0% | -17.3% |
| 1Y | -6.1% | +38.5% | -44.6% | -21.7% |
| All | -6.1% | +36.0% | -42.1% | -21.7% |
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