+11.9%
HLT vs AS
-24.2%
+36.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.7% |
| 3M | -10.3% | -20.1% | +9.7% | -6.8% |
| 6M | +1.3% | -18.5% | +19.8% | +4.2% |
| YTD | +7.0% | -25.6% | +32.7% | +10.9% |
| 1Y | +11.9% | -24.4% | +36.2% | +15.4% |
| All | +11.9% | -24.2% | +36.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling