+575.2%
HLT vs ALM
+2,589.2%
-2,014.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.1% |
| 7D | -1.6% | -11.8% | +10.2% | -1.4% |
| 30D | -5.0% | +7.8% | -12.8% | -5.2% |
| 3M | -10.4% | -9.3% | -1.1% | -10.4% |
| 6M | +3.2% | -30.5% | +33.7% | +3.5% |
| YTD | +6.7% | +75.8% | -69.1% | +5.2% |
| 1Y | +10.3% | +241.2% | -230.9% | +7.1% |
| 3Y | +99.3% | +1,872.6% | -1,773.3% | +84.7% |
| 5Y | +143.7% | +849.6% | -705.9% | +128.3% |
| All | +575.2% | +2,589.2% | -2,014.0% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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