+99.4%
HLT vs AG
+260.2%
-160.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.6% | 0.0% |
| 7D | -2.6% | -5.8% | +3.2% | -2.3% |
| 30D | -2.6% | +6.4% | -9.0% | -3.0% |
| 3M | -9.4% | +28.4% | -37.8% | -10.7% |
| 6M | +2.7% | -24.5% | +27.2% | +3.3% |
| YTD | +6.8% | +21.2% | -14.4% | +4.4% |
| 1Y | +12.4% | +114.1% | -101.7% | +5.8% |
| All | +99.4% | +260.2% | -160.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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