+213.5%
GE vs HLT
+643.8%
-430.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.3% |
| 7D | -1.2% | -1.5% | +0.2% | -0.5% |
| 30D | -11.3% | -1.2% | -10.0% | -10.8% |
| 3M | -1.4% | -10.3% | +8.9% | +4.4% |
| 6M | +1.2% | +1.3% | 0.0% | +0.3% |
| YTD | +5.9% | +7.0% | -1.1% | +1.7% |
| 1Y | +18.4% | +11.9% | +6.5% | +10.2% |
| 3Y | +271.0% | +100.7% | +170.3% | +149.2% |
| 5Y | +417.9% | +147.5% | +270.4% | +201.6% |
| 10Y | +152.0% | +586.5% | -434.6% | -5.7% |
| All | +213.5% | +643.8% | -430.3% | +13.7% |
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