+40.0%
HLT vs ADSK
-10.6%
+50.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +3.6% | +11.3% | -7.8% | +2.8% |
| 30D | +14.6% | +16.4% | -1.8% | +13.4% |
| 3M | +13.9% | +12.1% | +1.8% | +12.9% |
| 6M | +18.3% | +7.9% | +10.4% | +17.5% |
| YTD | +28.9% | -9.1% | +37.9% | +30.7% |
| 1Y | +40.0% | -10.6% | +50.6% | +43.6% |
| All | +40.0% | -10.6% | +50.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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