+138.4%
HLT vs ALM
+839.2%
-700.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | -10.4% | -9.3% | -1.1% | -10.4% |
| 6M | +3.2% | -30.5% | +33.7% | +3.4% |
| 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% | +82.6% |
| All | +138.4% | +839.2% | -700.8% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling