+536.1%
HLT vs CFG
+390.8%
+145.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.7% |
| 7D | -2.4% | +2.7% | -5.1% | -3.5% |
| 30D | -4.1% | -3.7% | -0.4% | -2.6% |
| 3M | -10.6% | +9.5% | -20.0% | -14.2% |
| 6M | +2.0% | +22.2% | -20.2% | -6.6% |
| YTD | +6.1% | +22.3% | -16.2% | -3.2% |
| 1Y | +9.8% | +39.4% | -29.6% | -5.5% |
| 3Y | +99.0% | +188.5% | -89.5% | +22.5% |
| 5Y | +151.5% | +101.5% | +49.9% | +75.5% |
| 10Y | +561.1% | +308.6% | +252.5% | +211.9% |
| All | +536.1% | +390.8% | +145.3% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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