+103.6%
HAL vs HLT
+145.1%
-41.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.7% |
| 7D | -3.3% | -2.6% | -0.7% | -2.2% |
| 30D | +7.2% | -2.6% | +9.8% | +8.3% |
| 3M | -8.8% | -9.4% | +0.6% | -5.3% |
| 6M | +3.0% | +2.7% | +0.2% | -0.4% |
| YTD | +29.4% | +6.8% | +22.6% | +22.3% |
| 1Y | +62.8% | +12.4% | +50.5% | +49.3% |
| 3Y | -6.4% | +100.2% | -106.6% | -37.0% |
| 5Y | +103.6% | +143.7% | -40.1% | +12.0% |
| All | +103.6% | +145.1% | -41.5% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling