+93.8%
HLT vs AS
+123.4%
-29.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.7% | -4.9% | +5.6% | +1.6% |
| 30D | +13.7% | +3.9% | +9.9% | +13.0% |
| 3M | +16.3% | -9.6% | +25.9% | +18.2% |
| 6M | +19.9% | -8.7% | +28.6% | +21.2% |
| YTD | +30.1% | -19.8% | +49.9% | +33.8% |
| 1Y | +38.5% | -1.5% | +40.1% | +37.6% |
| All | +93.8% | +123.4% | -29.6% | +75.1% |
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