+2.6%
HLT vs ALL
+24.0%
-21.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -4.1% | -1.5% | -2.6% | -4.1% |
| 3M | -7.9% | +23.6% | -31.6% | -9.8% |
| All | +2.6% | +24.0% | -21.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 6mo: compounded portfolio wealth divided by compounded ALL 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…
6mo analysis · Full analysis span regression · 6 months rolling