+636.8%
HLT vs CPB
-17.9%
+654.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | -1.5% | -8.0% | +6.5% | -1.1% |
| 30D | -1.2% | -2.4% | +1.2% | -1.2% |
| 3M | -10.3% | +0.5% | -10.9% | -10.4% |
| 6M | +1.3% | -10.5% | +11.7% | +1.6% |
| YTD | +7.0% | -17.5% | +24.5% | +7.7% |
| 1Y | +11.9% | -31.0% | +42.9% | +13.3% |
| 3Y | +100.7% | -40.6% | +141.3% | +103.9% |
| 5Y | +147.5% | -37.7% | +185.3% | +150.7% |
| 10Y | +586.5% | -43.4% | +630.0% | +604.8% |
| All | +636.8% | -17.9% | +654.8% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling