+6.2%
HD vs HLT
+145.7%
-139.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | -1.8% | -1.5% | -0.4% | -1.2% |
| 30D | -10.8% | -1.2% | -9.6% | -10.4% |
| 3M | -2.7% | -10.3% | +7.7% | +1.6% |
| 6M | -10.3% | +1.3% | -11.5% | -10.9% |
| YTD | -7.8% | +7.0% | -14.8% | -10.5% |
| 1Y | -23.1% | +11.9% | -35.0% | -26.8% |
| 3Y | +2.0% | +100.7% | -98.7% | -23.5% |
| All | +6.2% | +145.7% | -139.5% | -26.6% |
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 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