+159.4%
HLT vs COMP
-47.7%
+207.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -4.1% | -13.3% | +9.2% | -2.6% |
| 3M | -7.9% | +41.1% | -49.1% | -11.8% |
| 6M | +2.2% | +17.2% | -15.0% | -0.9% |
| YTD | +8.5% | +5.2% | +3.3% | +6.0% |
| 1Y | +12.1% | +18.9% | -6.8% | +7.6% |
| 3Y | +107.6% | +215.9% | -108.3% | +71.3% |
| 5Y | +156.4% | -31.2% | +187.5% | +127.1% |
| All | +159.4% | -47.7% | +207.0% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling