+25.0%
HL vs HLT
+46.7%
-21.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.5% | +9.7% | +11.0% |
| 7D | +0.2% | +7.7% | -7.5% | -3.9% |
| 30D | -12.1% | +19.1% | -31.2% | -20.6% |
| 3M | -2.8% | +20.7% | -23.6% | -12.8% |
| 6M | -14.9% | +21.0% | -36.0% | -24.2% |
| YTD | -22.0% | +31.3% | -53.3% | -36.9% |
| 1Y | +25.0% | +45.9% | -20.9% | -8.9% |
| All | +25.0% | +46.7% | -21.6% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling