+575.2%
HLT vs CP
+232.0%
+343.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -1.6% | -2.6% | +1.0% | -0.4% |
| 30D | -5.0% | -3.7% | -1.3% | -3.4% |
| 3M | -10.4% | +0.1% | -10.5% | -10.8% |
| 6M | +3.2% | +7.8% | -4.6% | -1.0% |
| YTD | +6.7% | +21.7% | -15.0% | -3.6% |
| 1Y | +10.3% | +18.6% | -8.4% | +0.6% |
| 3Y | +99.3% | +17.5% | +81.8% | +78.9% |
| 5Y | +143.7% | +35.4% | +108.3% | +100.8% |
| All | +575.2% | +232.0% | +343.2% | +283.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling