+128.1%
FIX vs HLT
+11.0%
+117.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +3.5% | -1.5% | +5.0% | +3.9% |
| 30D | -3.5% | -1.2% | -2.3% | -3.2% |
| 3M | -11.8% | -10.3% | -1.4% | -8.7% |
| 6M | +17.8% | +1.3% | +16.5% | +16.9% |
| YTD | +73.3% | +7.0% | +66.3% | +73.5% |
| 1Y | +128.1% | +11.9% | +116.2% | +128.8% |
| All | +128.1% | +11.0% | +117.1% | +128.8% |
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