+575.3%
HLT vs ALLE
+154.9%
+420.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.6% | -2.8% | +0.2% | -1.3% |
| 30D | -2.6% | -10.2% | +7.6% | +2.4% |
| 3M | -9.4% | +17.4% | -26.8% | -17.0% |
| 6M | +2.7% | +3.3% | -0.6% | 0.0% |
| YTD | +6.8% | -4.2% | +11.0% | +7.2% |
| 1Y | +12.4% | -10.5% | +22.9% | +16.6% |
| 3Y | +100.2% | +45.4% | +54.8% | +58.9% |
| 5Y | +143.7% | +11.9% | +131.8% | +116.3% |
| All | +575.3% | +154.9% | +420.5% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling