+99.3%
HLT vs CG
+42.2%
+57.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -1.6% | -9.9% | +8.3% | +1.4% |
| 30D | -5.0% | -11.7% | +6.6% | -1.7% |
| 3M | -10.4% | -4.3% | -6.1% | -9.9% |
| 6M | +3.2% | -8.8% | +12.0% | +5.0% |
| YTD | +6.7% | -26.9% | +33.6% | +15.7% |
| 1Y | +10.3% | -35.4% | +45.7% | +24.0% |
| 3Y | +99.3% | +43.0% | +56.3% | +70.7% |
| All | +99.3% | +42.2% | +57.2% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling