+646.9%
HLT vs CB
+335.6%
+311.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | 0.0% |
| 7D | -3.3% | +0.5% | -3.8% | -3.6% |
| 30D | -4.1% | -3.1% | -1.0% | -2.5% |
| 3M | -7.9% | +9.0% | -16.9% | -12.6% |
| 6M | +2.2% | +2.9% | -0.7% | -0.2% |
| YTD | +8.5% | +10.1% | -1.6% | +1.9% |
| 1Y | +12.1% | +22.8% | -10.7% | -0.9% |
| 3Y | +107.6% | +73.8% | +33.8% | +47.8% |
| 5Y | +156.4% | +99.2% | +57.2% | +66.6% |
| 10Y | +566.3% | +218.2% | +348.1% | +212.4% |
| All | +646.9% | +335.6% | +311.3% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling