+634.9%
HLT vs AGG
+27.7%
+607.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -1.1% | -0.6% | -1.3% |
| 30D | -5.0% | -1.1% | -3.9% | -4.7% |
| 3M | -10.4% | -1.9% | -8.5% | -9.9% |
| 6M | +3.2% | -1.7% | +5.0% | +3.8% |
| YTD | +6.7% | -1.3% | +8.0% | +7.2% |
| 1Y | +10.3% | -0.7% | +11.0% | +10.6% |
| 3Y | +99.3% | +12.5% | +86.9% | +94.0% |
| 5Y | +143.7% | -2.5% | +146.2% | +138.4% |
| 10Y | +584.7% | +14.2% | +570.5% | +643.5% |
| All | +634.9% | +27.7% | +607.2% | +833.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling