+122.9%
FIX vs HLT
+13.1%
+109.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +6.0% | -3.3% | +9.3% | +7.2% |
| 30D | -7.2% | -4.1% | -3.2% | -6.1% |
| 3M | -15.9% | -7.9% | -7.9% | -13.5% |
| 6M | +12.7% | +2.2% | +10.6% | +11.4% |
| YTD | +72.8% | +8.5% | +64.3% | +71.6% |
| 1Y | +122.9% | +12.1% | +110.8% | +123.1% |
| All | +122.9% | +13.1% | +109.8% | +123.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling