-13.3%
F vs HLT
+164.1%
-177.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.8% |
| 7D | +1.0% | +4.4% | -3.4% | -1.6% |
| 30D | +2.1% | +16.3% | -14.2% | -6.8% |
| 3M | -10.3% | +22.2% | -32.4% | -20.7% |
| 6M | +3.3% | +20.0% | -16.7% | -8.4% |
| YTD | -2.0% | +32.4% | -34.4% | -18.5% |
| 1Y | -2.3% | +38.6% | -40.9% | -21.2% |
| 3Y | +49.9% | +136.4% | -86.6% | -17.2% |
| All | -13.3% | +164.1% | -177.4% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling