+188.6%
GM vs HLT
+641.8%
-453.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -1.6% | -0.8% | -1.5% |
| 30D | -1.1% | -5.0% | +3.9% | +2.0% |
| 3M | +6.1% | -10.4% | +16.5% | +13.1% |
| 6M | +15.0% | +3.2% | +11.7% | +12.2% |
| YTD | +6.0% | +6.7% | -0.8% | +0.9% |
| 1Y | +47.1% | +10.3% | +36.8% | +36.8% |
| 3Y | +170.5% | +99.3% | +71.2% | +69.9% |
| 5Y | +80.5% | +143.7% | -63.2% | -2.0% |
| 10Y | +238.7% | +584.7% | -346.0% | +6.6% |
| All | +188.6% | +641.8% | -453.2% | -11.0% |
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 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