+215.0%
GLD vs HLT
+590.2%
-375.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.0% | -1.6% | -0.4% | -2.0% |
| 30D | -1.5% | -5.0% | +3.5% | -1.5% |
| 3M | +3.2% | -10.4% | +13.6% | +3.2% |
| 6M | -16.3% | +3.2% | -19.5% | -16.2% |
| YTD | +0.6% | +6.7% | -6.1% | +0.7% |
| 1Y | +19.1% | +10.3% | +8.9% | +19.3% |
| 3Y | +123.5% | +99.3% | +24.2% | +124.6% |
| 5Y | +138.5% | +143.7% | -5.2% | +140.0% |
| All | +215.0% | +590.2% | -375.2% | +231.8% |
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 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