+634.9%
HLT vs EXC
+241.9%
+393.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | -5.0% | -3.6% | -1.4% | -3.9% |
| 3M | -10.4% | -4.3% | -6.1% | -9.3% |
| 6M | +3.2% | -9.9% | +13.2% | +6.4% |
| YTD | +6.7% | +1.8% | +5.0% | +5.3% |
| 1Y | +10.3% | +2.9% | +7.4% | +8.2% |
| 3Y | +99.3% | +19.1% | +80.2% | +82.9% |
| 5Y | +143.7% | +44.8% | +98.9% | +105.1% |
| 10Y | +584.7% | +157.6% | +427.1% | +371.9% |
| All | +634.9% | +241.9% | +393.0% | +387.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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