+630.8%
HLT vs CAPR
-65.2%
+695.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.5% | -2.1% |
| 7D | -2.4% | -9.5% | +7.1% | -2.3% |
| 30D | -4.1% | +121.5% | -125.6% | -5.5% |
| 3M | -10.6% | -65.4% | +54.8% | -10.1% |
| 6M | +2.0% | -67.5% | +69.6% | +2.6% |
| YTD | +6.1% | -68.6% | +74.7% | +6.7% |
| 1Y | +9.8% | +42.7% | -32.9% | +3.9% |
| 3Y | +99.0% | +43.4% | +55.7% | +82.2% |
| 5Y | +151.5% | +86.0% | +65.4% | +125.7% |
| 10Y | +561.1% | -77.4% | +638.5% | +457.9% |
| All | +630.8% | -65.2% | +695.9% | +517.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling