+575.2%
HLT vs A
+256.4%
+318.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.6% |
| 30D | -5.0% | -0.9% | -4.1% | -4.9% |
| 3M | -10.4% | +13.6% | -24.0% | -15.3% |
| 6M | +3.2% | +27.8% | -24.6% | -7.9% |
| YTD | +6.7% | +8.6% | -1.9% | +1.6% |
| 1Y | +10.3% | +16.9% | -6.6% | +1.1% |
| 3Y | +99.3% | +32.9% | +66.4% | +66.6% |
| 5Y | +143.7% | -14.1% | +157.8% | +142.7% |
| All | +575.2% | +256.4% | +318.8% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling