+10.3%
HLT vs ALB
+66.4%
-56.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -1.6% | -6.6% | +5.0% | -1.3% |
| 30D | -5.0% | -8.1% | +3.1% | -4.7% |
| 3M | -10.4% | -25.7% | +15.3% | -9.0% |
| 6M | +3.2% | -29.5% | +32.7% | +4.3% |
| YTD | +6.7% | -16.2% | +23.0% | +5.9% |
| 1Y | +10.3% | +59.2% | -49.0% | +5.4% |
| All | +10.3% | +66.4% | -56.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling