+143.7%
HLT vs CP
+32.2%
+111.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.4% |
| 7D | -2.6% | -2.7% | +0.1% | -1.4% |
| 30D | -2.6% | -3.4% | +0.7% | -1.2% |
| 3M | -9.4% | -0.6% | -8.8% | -9.6% |
| 6M | +2.7% | +6.3% | -3.6% | -0.7% |
| YTD | +6.8% | +21.2% | -14.4% | -3.2% |
| 1Y | +12.4% | +20.0% | -7.7% | +2.1% |
| 3Y | +100.2% | +18.7% | +81.5% | +78.2% |
| 5Y | +143.7% | +34.8% | +109.0% | +91.6% |
| All | +143.7% | +32.2% | +111.6% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling