+630.8%
HLT vs AR
-30.1%
+660.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.1% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | -4.1% | +12.6% | -16.7% | -5.6% |
| 3M | -10.6% | +10.0% | -20.6% | -11.9% |
| 6M | +2.0% | +0.6% | +1.4% | +1.4% |
| YTD | +6.1% | +13.4% | -7.3% | +3.5% |
| 1Y | +9.8% | +21.7% | -11.9% | +5.7% |
| 3Y | +99.0% | +45.8% | +53.2% | +83.8% |
| 5Y | +151.5% | +144.3% | +7.2% | +112.3% |
| 10Y | +561.1% | +41.8% | +519.3% | +415.1% |
| All | +630.8% | -30.1% | +660.9% | +484.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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