+646.9%
HLT vs ALLE
+327.3%
+319.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -4.1% | -6.8% | +2.7% | -0.8% |
| 3M | -7.9% | +21.0% | -29.0% | -17.0% |
| 6M | +2.2% | +1.1% | +1.0% | +0.6% |
| YTD | +8.5% | -0.5% | +9.0% | +7.0% |
| 1Y | +12.1% | -7.3% | +19.4% | +14.4% |
| 3Y | +107.6% | +42.3% | +65.3% | +66.6% |
| 5Y | +156.4% | +13.5% | +142.9% | +126.0% |
| 10Y | +566.3% | +144.0% | +422.3% | +281.5% |
| All | +646.9% | +327.3% | +319.6% | +259.3% |
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