+138.4%
HLT vs AGG
-2.6%
+141.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -1.1% | -0.6% | -1.2% |
| 30D | -5.0% | -1.1% | -3.9% | -4.6% |
| 3M | -10.4% | -1.9% | -8.5% | -9.7% |
| 6M | +3.2% | -1.7% | +5.0% | +4.0% |
| YTD | +6.7% | -1.3% | +8.0% | +7.4% |
| 1Y | +10.3% | -0.7% | +11.0% | +10.8% |
| 3Y | +99.3% | +12.5% | +86.9% | +92.1% |
| All | +138.4% | -2.6% | +141.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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