+6,182.4%
FIX vs HLT
+590.3%
+5,592.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +0.7% | -2.6% | +3.3% | +2.1% |
| 30D | -5.7% | -2.6% | -3.1% | -4.4% |
| 3M | -7.4% | -9.4% | +2.0% | -2.6% |
| 6M | +15.1% | +2.7% | +12.3% | +12.8% |
| YTD | +70.7% | +6.8% | +63.9% | +63.2% |
| 1Y | +111.9% | +12.4% | +99.6% | +95.4% |
| 3Y | +759.5% | +100.2% | +659.3% | +488.3% |
| 5Y | +2,164.4% | +143.7% | +2,020.6% | +1,258.8% |
| All | +6,182.4% | +590.3% | +5,592.1% | +2,168.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling