+9,204.2%
FIX vs HLT
+653.9%
+8,550.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +6.0% | -3.3% | +9.3% | +7.9% |
| 30D | -7.2% | -4.1% | -3.2% | -5.3% |
| 3M | -15.9% | -7.9% | -7.9% | -12.4% |
| 6M | +12.7% | +2.2% | +10.6% | +11.1% |
| YTD | +72.8% | +8.5% | +64.3% | +64.5% |
| 1Y | +122.9% | +12.1% | +110.8% | +107.0% |
| 3Y | +774.3% | +107.6% | +666.7% | +503.0% |
| 5Y | +2,049.5% | +156.4% | +1,893.1% | +1,205.8% |
| 10Y | +5,821.5% | +566.3% | +5,255.2% | +2,236.3% |
| All | +9,204.2% | +653.9% | +8,550.3% | +3,453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling