+71.6%
F vs HLT
+653.9%
-582.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +5.3% | -3.3% | +8.6% | +7.3% |
| 30D | +4.6% | -4.1% | +8.7% | +7.0% |
| 3M | -3.7% | -7.9% | +4.3% | +0.5% |
| 6M | +16.8% | +2.2% | +14.7% | +14.4% |
| YTD | +15.3% | +8.5% | +6.8% | +9.0% |
| 1Y | +31.0% | +12.1% | +18.9% | +21.1% |
| 3Y | +45.4% | +107.6% | -62.2% | -7.2% |
| 5Y | +54.7% | +156.4% | -101.7% | -13.7% |
| 10Y | +98.2% | +566.3% | -468.1% | -33.5% |
| All | +71.6% | +653.9% | -582.3% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling