+93.7%
HLT vs AS
+125.3%
-31.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | +0.8% | -3.6% | +4.4% | +1.5% |
| 30D | +13.1% | +3.4% | +9.7% | +12.4% |
| 3M | +15.6% | -8.6% | +24.2% | +17.2% |
| 6M | +19.0% | -10.0% | +29.0% | +20.6% |
| YTD | +29.9% | -19.2% | +49.1% | +33.5% |
| 1Y | +35.9% | -3.8% | +39.7% | +35.5% |
| All | +93.7% | +125.3% | -31.6% | +74.7% |
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