+575.2%
HLT vs CB
+225.8%
+349.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -5.0% | -1.2% | -3.8% | -4.5% |
| 3M | -10.4% | +3.8% | -14.2% | -12.6% |
| 6M | +3.2% | +5.8% | -2.5% | -0.4% |
| YTD | +6.7% | +9.4% | -2.6% | +0.9% |
| 1Y | +10.3% | +20.7% | -10.4% | -1.1% |
| 3Y | +99.3% | +70.1% | +29.3% | +45.8% |
| 5Y | +143.7% | +101.4% | +42.3% | +60.6% |
| All | +575.2% | +225.8% | +349.5% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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