+636.8%
HLT vs ALM
+757.6%
-120.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +0.9% |
| 7D | -1.5% | +3.6% | -5.1% | -1.5% |
| 30D | -1.2% | +33.8% | -35.0% | -1.7% |
| 3M | -10.3% | +14.8% | -25.1% | -10.7% |
| 6M | +1.3% | -7.0% | +8.2% | +1.0% |
| YTD | +7.0% | +108.1% | -101.0% | +5.6% |
| 1Y | +11.9% | +313.8% | -301.9% | +9.1% |
| 3Y | +100.7% | +2,227.6% | -2,127.0% | +89.3% |
| 5Y | +147.5% | +956.6% | -809.1% | +135.4% |
| 10Y | +586.5% | +3,082.3% | -2,495.8% | +545.3% |
| All | +636.8% | +757.6% | -120.8% | +582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling