+136.4%
HLT vs CART
+137.8%
-1.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | +16.3% | +22.4% | -6.1% | +14.3% |
| 3M | +22.2% | +15.6% | +6.5% | +20.5% |
| 6M | +20.0% | +44.9% | -24.9% | +15.9% |
| YTD | +32.4% | +30.0% | +2.4% | +29.0% |
| 1Y | +38.6% | +56.6% | -18.0% | +32.0% |
| 3Y | +136.4% | +131.9% | +4.5% | +116.9% |
| All | +136.4% | +137.8% | -1.3% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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