+61.7%
HLT vs AS
+120.4%
-58.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.6% |
| 7D | -3.3% | -4.9% | +1.6% | -2.5% |
| 30D | -4.1% | -19.6% | +15.5% | -0.5% |
| 3M | -7.9% | -14.4% | +6.4% | -5.7% |
| 6M | +2.2% | -20.1% | +22.3% | +5.5% |
| YTD | +8.5% | -20.9% | +29.4% | +12.0% |
| 1Y | +12.1% | -21.9% | +34.0% | +15.7% |
| All | +61.7% | +120.4% | -58.7% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling