+392.8%
HL vs HLT
+99.0%
+293.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -1.6% | -2.7% | -3.6% |
| 30D | +9.3% | -5.0% | +14.3% | +12.0% |
| 3M | +32.0% | -10.4% | +42.4% | +38.6% |
| 6M | -6.4% | +3.2% | -9.7% | -7.7% |
| YTD | +3.1% | +6.7% | -3.6% | -0.3% |
| 1Y | +77.6% | +10.3% | +67.3% | +69.3% |
| 3Y | +392.8% | +99.3% | +293.5% | +240.1% |
| All | +392.8% | +99.0% | +293.8% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling