+41.5%
F vs HLT
+803.9%
-762.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.5% |
| 30D | 0.0% | +13.7% | -13.7% | -7.1% |
| 3M | -13.2% | +16.3% | -29.6% | -20.6% |
| 6M | -10.2% | +19.9% | -30.1% | -19.7% |
| YTD | -4.9% | +30.1% | -35.0% | -19.1% |
| 1Y | -6.1% | +38.5% | -44.6% | -23.0% |
| 3Y | +46.0% | +131.0% | -85.1% | -12.3% |
| 5Y | -15.7% | +163.7% | -179.4% | -53.8% |
| 10Y | +64.3% | +697.4% | -633.1% | -50.3% |
| All | +41.5% | +803.9% | -762.4% | -59.2% |
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 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