+138.4%
HLT vs ALC
-20.7%
+159.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.6% | -6.3% | +4.7% | +0.7% |
| 30D | -5.0% | -10.3% | +5.2% | -1.3% |
| 3M | -10.4% | -0.7% | -9.7% | -10.7% |
| 6M | +3.2% | -17.8% | +21.1% | +10.1% |
| YTD | +6.7% | -15.8% | +22.5% | +12.4% |
| 1Y | +10.3% | -16.7% | +27.0% | +16.4% |
| 3Y | +99.3% | -19.7% | +119.1% | +107.9% |
| All | +138.4% | -20.7% | +159.1% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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