+635.0%
HLT vs CAG
-7.6%
+642.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | -2.6% | -5.9% | +3.3% | -1.7% |
| 30D | -2.6% | -1.5% | -1.1% | -2.4% |
| 3M | -9.4% | +11.5% | -20.9% | -11.0% |
| 6M | +2.7% | -15.7% | +18.4% | +4.9% |
| YTD | +6.8% | -10.2% | +17.0% | +7.8% |
| 1Y | +12.4% | -18.1% | +30.4% | +14.9% |
| 3Y | +100.2% | -39.4% | +139.6% | +112.1% |
| 5Y | +143.7% | -42.6% | +186.3% | +159.1% |
| 10Y | +584.9% | -35.6% | +620.4% | +579.9% |
| All | +635.0% | -7.6% | +642.7% | +553.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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