+439.7%
HD vs HLT
+637.7%
-197.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | -1.2% | -2.4% | +1.2% | -0.3% |
| 30D | -11.1% | -4.1% | -7.0% | -9.8% |
| 3M | +2.0% | -10.6% | +12.6% | +6.2% |
| 6M | -10.5% | +2.0% | -12.5% | -11.2% |
| YTD | -6.9% | +6.1% | -13.0% | -9.0% |
| 1Y | -23.2% | +9.8% | -33.0% | -26.0% |
| 3Y | +3.1% | +99.0% | -95.9% | -20.6% |
| 5Y | +7.4% | +151.5% | -144.1% | -25.4% |
| 10Y | +205.0% | +561.1% | -356.1% | +43.6% |
| All | +439.7% | +637.7% | -197.9% | +148.0% |
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