+58.2%
HLT vs AS
+114.1%
-55.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -1.7% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | -4.1% | -22.1% | +18.0% | +0.1% |
| 3M | -10.6% | -15.3% | +4.7% | -8.3% |
| 6M | +2.0% | -15.6% | +17.6% | +4.5% |
| YTD | +6.1% | -23.2% | +29.3% | +10.2% |
| 1Y | +9.8% | -21.7% | +31.5% | +13.3% |
| All | +58.2% | +114.1% | -55.9% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling