+151.5%
HLT vs COMP
-32.0%
+183.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.8% |
| 7D | -2.4% | +4.1% | -6.5% | -2.9% |
| 30D | -4.1% | -14.5% | +10.5% | -2.5% |
| 3M | -10.6% | +41.8% | -52.4% | -14.4% |
| 6M | +2.0% | +23.6% | -21.5% | -1.5% |
| YTD | +6.1% | +1.7% | +4.4% | +4.1% |
| 1Y | +9.8% | +12.6% | -2.7% | +6.1% |
| 3Y | +99.0% | +221.9% | -122.8% | +63.5% |
| 5Y | +151.5% | -28.1% | +179.6% | +119.3% |
| All | +151.5% | -32.0% | +183.5% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling