+575.2%
HLT vs CAPR
-78.4%
+653.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -1.6% | -11.0% | +9.4% | -1.4% |
| 30D | -5.0% | +99.8% | -104.8% | -6.3% |
| 3M | -10.4% | -66.6% | +56.2% | -9.9% |
| 6M | +3.2% | -75.1% | +78.3% | +4.2% |
| YTD | +6.7% | -71.0% | +77.7% | +7.4% |
| 1Y | +10.3% | +30.0% | -19.7% | +4.5% |
| 3Y | +99.3% | +29.0% | +70.4% | +82.4% |
| 5Y | +143.7% | +70.8% | +72.9% | +118.3% |
| All | +575.2% | -78.4% | +653.7% | +484.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling