+206.1%
GLD vs HLT
+694.7%
-488.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.6% | +0.7% | -5.3% | -4.6% |
| 30D | -5.5% | +13.7% | -19.2% | -5.5% |
| 3M | -10.9% | +16.3% | -27.3% | -11.0% |
| 6M | -17.4% | +19.9% | -37.4% | -17.5% |
| YTD | -10.3% | +30.1% | -40.4% | -10.3% |
| 1Y | -7.2% | +38.5% | -45.7% | -7.1% |
| 3Y | +96.9% | +131.0% | -34.1% | +97.6% |
| 5Y | +103.8% | +163.7% | -59.9% | +104.4% |
| All | +206.1% | +694.7% | -488.6% | +226.0% |
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