+1,027.6%
FIX vs HLT
+162.2%
+865.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -33.5% |
| 3M | -35.6% | +16.3% | -51.9% | -41.6% |
| 6M | -45.2% | +19.9% | -65.1% | -51.6% |
| YTD | +19.5% | +30.1% | -10.6% | +0.1% |
| 1Y | +24.2% | +38.5% | -14.3% | -0.6% |
| 3Y | +494.2% | +131.0% | +363.1% | +257.5% |
| All | +1,027.6% | +162.2% | +865.3% | +518.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling