+45.9%
HLT vs CAPR
+47.4%
-1.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.8% | +3.5% |
| 7D | +7.7% | +43.2% | -35.5% | +7.7% |
| 30D | +19.1% | +14.7% | +4.5% | +19.1% |
| 3M | +20.7% | +113.9% | -93.2% | +20.7% |
| 6M | +21.0% | -73.4% | +94.4% | +20.9% |
| YTD | +31.3% | -69.1% | +100.4% | +31.2% |
| 1Y | +45.9% | +47.2% | -1.3% | +47.1% |
| All | +45.9% | +47.4% | -1.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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