+138.4%
HLT vs AG
+63.6%
+74.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -1.6% | -6.7% | +5.1% | -1.1% |
| 30D | -5.0% | +2.2% | -7.2% | -5.3% |
| 3M | -10.4% | +15.7% | -26.1% | -11.7% |
| 6M | +3.2% | -23.8% | +27.0% | +4.5% |
| YTD | +6.7% | +17.6% | -10.9% | +3.3% |
| 1Y | +10.3% | +88.6% | -78.4% | +1.4% |
| 3Y | +99.3% | +253.4% | -154.1% | +65.0% |
| All | +138.4% | +63.6% | +74.8% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling