+795.5%
HLT vs ALLE
+424.0%
+371.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +0.7% | +3.6% | -2.8% | -1.0% |
| 30D | +13.7% | +25.9% | -12.1% | +1.4% |
| 3M | +16.3% | +15.8% | +0.6% | +7.8% |
| 6M | +19.9% | +48.1% | -28.2% | -2.5% |
| YTD | +30.1% | +22.0% | +8.1% | +15.7% |
| 1Y | +38.5% | +18.0% | +20.5% | +25.2% |
| 3Y | +131.0% | +93.1% | +38.0% | +58.6% |
| 5Y | +163.7% | +52.1% | +111.6% | +100.7% |
| 10Y | +697.4% | +212.0% | +485.4% | +303.2% |
| All | +795.5% | +424.0% | +371.5% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling