+45.9%
HLT vs CP
+35.2%
+10.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.2% |
| 7D | +7.7% | +5.6% | +2.1% | +5.7% |
| 30D | +19.1% | +10.0% | +9.1% | +15.1% |
| 3M | +20.7% | +4.4% | +16.3% | +18.7% |
| 6M | +21.0% | +14.1% | +7.0% | +13.8% |
| YTD | +31.3% | +29.1% | +2.2% | +16.7% |
| 1Y | +45.9% | +34.6% | +11.3% | +25.9% |
| All | +45.9% | +35.2% | +10.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling