+45.9%
HLT vs CPB
-18.4%
+64.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +2.9% |
| 7D | +7.7% | +13.0% | -5.3% | +6.4% |
| 30D | +19.1% | +20.5% | -1.4% | +17.0% |
| 3M | +20.7% | +2.2% | +18.5% | +19.8% |
| 6M | +21.0% | +15.4% | +5.7% | +18.6% |
| YTD | +31.3% | -12.3% | +43.6% | +33.1% |
| 1Y | +45.9% | -18.0% | +63.8% | +50.5% |
| All | +45.9% | -18.4% | +64.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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