+138.5%
HLT vs ALB
-46.7%
+185.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.3% |
| 7D | -2.6% | -7.6% | +5.0% | -1.3% |
| 30D | -2.6% | -5.6% | +3.0% | -1.9% |
| 3M | -9.4% | -16.8% | +7.4% | -7.0% |
| 6M | +2.7% | -26.3% | +29.0% | +6.7% |
| YTD | +6.8% | -13.2% | +20.0% | +6.5% |
| 1Y | +12.4% | +68.8% | -56.4% | -2.6% |
| 3Y | +100.2% | -30.7% | +130.8% | +99.9% |
| All | +138.5% | -46.7% | +185.1% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling