+669.2%
HL vs HLT
+641.9%
+27.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -5.6% | -2.6% | -3.0% | -4.7% |
| 30D | +12.7% | -2.6% | +15.4% | +13.9% |
| 3M | +42.5% | -9.4% | +51.9% | +47.9% |
| 6M | -9.0% | +2.7% | -11.7% | -9.9% |
| YTD | +4.4% | +6.8% | -2.4% | +1.7% |
| 1Y | +82.7% | +12.4% | +70.3% | +74.5% |
| 3Y | +406.3% | +100.2% | +306.1% | +290.5% |
| 5Y | +238.2% | +143.7% | +94.4% | +139.5% |
| 10Y | +268.9% | +584.9% | -316.0% | +86.2% |
| All | +669.2% | +641.9% | +27.3% | +298.1% |
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 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