+2.6%
HAL vs HLT
+590.2%
-587.6%
-91.4%
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 | -3.3% | -1.6% | -1.7% | -2.3% |
| 30D | +8.2% | -5.0% | +13.2% | +11.7% |
| 3M | -9.4% | -10.4% | +1.0% | -3.5% |
| 6M | +0.6% | +3.2% | -2.6% | -4.1% |
| YTD | +28.6% | +6.7% | +21.8% | +19.0% |
| 1Y | +63.9% | +10.3% | +53.6% | +47.5% |
| 3Y | -7.1% | +99.3% | -106.5% | -46.7% |
| 5Y | +102.3% | +143.7% | -41.4% | -6.2% |
| All | +2.6% | +590.2% | -587.6% | -69.7% |
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 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