+138.4%
HLT vs AGI
+400.3%
-261.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | -5.0% | +7.2% | -12.3% | -5.6% |
| 3M | -10.4% | +4.3% | -14.7% | -11.0% |
| 6M | +3.2% | -27.1% | +30.3% | +4.9% |
| YTD | +6.7% | -6.6% | +13.3% | +6.2% |
| 1Y | +10.3% | +9.5% | +0.8% | +8.0% |
| 3Y | +99.3% | +208.4% | -109.1% | +70.5% |
| All | +138.4% | +400.3% | -261.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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