+267.9%
HLT vs DOW
-15.2%
+283.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | -2.6% | -2.4% | -0.2% | -1.8% |
| 30D | -2.6% | -4.1% | +1.5% | -1.5% |
| 3M | -9.4% | -12.4% | +3.0% | -6.1% |
| 6M | +2.7% | -10.6% | +13.4% | +3.4% |
| YTD | +6.8% | +31.1% | -24.3% | -7.7% |
| 1Y | +12.4% | +30.5% | -18.2% | -3.9% |
| 3Y | +100.2% | -34.4% | +134.6% | +119.1% |
| 5Y | +143.7% | -35.5% | +179.2% | +165.3% |
| All | +267.9% | -15.2% | +283.2% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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