+634.9%
HLT vs EBAY
+466.6%
+168.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.7% |
| 7D | -1.6% | +4.2% | -5.8% | -2.7% |
| 30D | -5.0% | +5.6% | -10.7% | -6.5% |
| 3M | -10.4% | -1.4% | -9.0% | -10.4% |
| 6M | +3.2% | +18.2% | -15.0% | -2.1% |
| YTD | +6.7% | +24.8% | -18.1% | -0.7% |
| 1Y | +10.3% | +18.0% | -7.8% | +3.3% |
| 3Y | +99.3% | +160.3% | -60.9% | +43.6% |
| 5Y | +143.7% | +62.1% | +81.5% | +95.3% |
| 10Y | +584.7% | +283.1% | +301.6% | +289.0% |
| All | +634.9% | +466.6% | +168.4% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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