+3,553.2%
FIX vs HLT
+694.7%
+2,858.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +0.7% | +8.7% | +9.0% |
| 30D | -27.8% | +13.7% | -41.5% | -33.1% |
| 3M | -35.6% | +16.3% | -51.9% | -41.2% |
| 6M | -45.2% | +19.9% | -65.1% | -51.1% |
| YTD | +19.5% | +30.1% | -10.6% | +1.8% |
| 1Y | +24.2% | +38.5% | -14.3% | +1.7% |
| 3Y | +494.2% | +131.0% | +363.1% | +272.1% |
| 5Y | +1,036.1% | +163.7% | +872.5% | +547.8% |
| All | +3,553.2% | +694.7% | +2,858.5% | +1,111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling