+59.5%
HLT vs AS
+107.2%
-47.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.4% |
| 7D | -1.5% | -2.8% | +1.3% | -1.0% |
| 30D | -1.2% | -23.2% | +22.0% | +3.3% |
| 3M | -10.3% | -20.1% | +9.7% | -7.1% |
| 6M | +1.3% | -18.5% | +19.8% | +4.4% |
| YTD | +7.0% | -25.6% | +32.7% | +11.7% |
| 1Y | +11.9% | -24.4% | +36.2% | +16.1% |
| All | +59.5% | +107.2% | -47.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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