+10.3%
HLT vs CAH
+57.9%
-47.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.6% | -5.1% | +3.5% | -1.3% |
| 30D | -5.0% | +0.2% | -5.2% | -5.0% |
| 3M | -10.4% | +6.3% | -16.7% | -10.6% |
| 6M | +3.2% | +9.4% | -6.1% | +2.9% |
| YTD | +6.7% | +15.0% | -8.2% | +5.9% |
| 1Y | +10.3% | +55.4% | -45.2% | +8.4% |
| All | +10.3% | +57.9% | -47.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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