+32.9%
F vs HLT
+99.5%
-66.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.8% | -4.3% |
| 7D | -4.9% | -1.5% | -3.4% | -4.2% |
| 30D | -2.9% | -1.2% | -1.6% | -2.3% |
| 3M | -9.1% | -10.3% | +1.3% | -4.1% |
| 6M | +12.9% | +1.3% | +11.7% | +11.0% |
| YTD | +6.1% | +7.0% | -1.0% | +1.1% |
| 1Y | +22.5% | +11.9% | +10.7% | +13.6% |
| All | +32.9% | +99.5% | -66.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling