+636.8%
HLT vs AA
+146.6%
+490.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -1.5% | -0.6% | -0.8% | -1.4% |
| 30D | -1.2% | -1.6% | +0.3% | -1.2% |
| 3M | -10.3% | -29.8% | +19.5% | -4.1% |
| 6M | +1.3% | -16.6% | +17.9% | +2.9% |
| YTD | +7.0% | -4.0% | +11.1% | +4.6% |
| 1Y | +11.9% | +63.5% | -51.6% | -4.5% |
| 3Y | +100.7% | +86.8% | +13.9% | +56.7% |
| 5Y | +147.5% | +12.4% | +135.2% | +104.1% |
| 10Y | +586.5% | +132.3% | +454.2% | +276.5% |
| All | +636.8% | +146.6% | +490.2% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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