+99.3%
HLT vs CAH
+176.8%
-77.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.6% | -5.1% | +3.5% | -0.9% |
| 30D | -5.0% | +0.2% | -5.2% | -5.0% |
| 3M | -10.4% | +6.3% | -16.7% | -11.2% |
| 6M | +3.2% | +9.4% | -6.1% | +1.9% |
| YTD | +6.7% | +15.0% | -8.2% | +4.3% |
| 1Y | +10.3% | +55.4% | -45.2% | +2.1% |
| 3Y | +99.3% | +173.8% | -74.5% | +59.0% |
| All | +99.3% | +176.8% | -77.4% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling