+101.6%
HLT vs CART
+14.3%
+87.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.9% | -1.7% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | -4.1% | -4.3% | +0.2% | -3.8% |
| 3M | -10.6% | +13.1% | -23.7% | -11.6% |
| 6M | +2.0% | +26.0% | -24.0% | -0.5% |
| YTD | +6.1% | +6.7% | -0.6% | +5.2% |
| 1Y | +9.8% | +6.3% | +3.6% | +8.5% |
| All | +101.6% | +14.3% | +87.3% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling