+45.9%
F vs HLT
+820.1%
-774.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.7% |
| 7D | +1.0% | +4.4% | -3.4% | -1.5% |
| 30D | +2.1% | +16.3% | -14.2% | -6.3% |
| 3M | -10.3% | +22.2% | -32.4% | -20.1% |
| 6M | +3.3% | +20.0% | -16.7% | -7.8% |
| YTD | -2.0% | +32.4% | -34.4% | -17.4% |
| 1Y | -2.3% | +38.6% | -40.9% | -19.9% |
| 3Y | +49.9% | +136.4% | -86.6% | -11.1% |
| 5Y | -12.5% | +162.8% | -175.2% | -52.0% |
| 10Y | +74.3% | +720.3% | -646.1% | -48.0% |
| All | +45.9% | +820.1% | -774.2% | -58.3% |
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