+99.4%
HLT vs CAPR
+31.5%
+67.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.2% |
| 7D | -2.6% | -10.6% | +8.0% | -2.5% |
| 30D | -2.6% | +111.2% | -113.8% | -3.0% |
| 3M | -9.4% | -67.2% | +57.8% | -9.3% |
| 6M | +2.7% | -75.1% | +77.9% | +3.0% |
| YTD | +6.8% | -71.2% | +78.0% | +6.9% |
| 1Y | +12.4% | +31.1% | -18.8% | +10.8% |
| All | +99.4% | +31.5% | +67.8% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling