+206.4%
HD vs HLT
+590.2%
-383.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.8% | -1.6% | -2.2% | -3.2% |
| 30D | -9.4% | -5.0% | -4.4% | -7.7% |
| 3M | -4.6% | -10.4% | +5.8% | -0.7% |
| 6M | -10.1% | +3.2% | -13.3% | -11.3% |
| YTD | -8.3% | +6.7% | -15.1% | -10.7% |
| 1Y | -25.0% | +10.3% | -35.3% | -28.0% |
| 3Y | +1.5% | +99.3% | -97.8% | -22.3% |
| 5Y | +5.6% | +143.7% | -138.1% | -26.4% |
| All | +206.4% | +590.2% | -383.8% | +48.6% |
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