+10.3%
HLT vs CB
+23.0%
-12.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -5.0% | -1.2% | -3.8% | -4.8% |
| 3M | -10.4% | +3.8% | -14.2% | -11.6% |
| 6M | +3.2% | +5.8% | -2.5% | +1.2% |
| YTD | +6.7% | +9.4% | -2.6% | +3.4% |
| 1Y | +10.3% | +20.7% | -10.4% | +1.5% |
| All | +10.3% | +23.0% | -12.8% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling