+575.2%
HLT vs EXEL
+375.2%
+200.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -1.6% | -4.9% | +3.3% | -0.9% |
| 30D | -5.0% | +11.4% | -16.4% | -6.5% |
| 3M | -10.4% | +4.9% | -15.3% | -11.2% |
| 6M | +3.2% | +34.4% | -31.2% | -1.6% |
| YTD | +6.7% | +28.0% | -21.3% | +2.4% |
| 1Y | +10.3% | +43.6% | -33.4% | +3.6% |
| 3Y | +99.3% | +155.2% | -55.9% | +68.0% |
| 5Y | +143.7% | +181.2% | -37.5% | +99.9% |
| All | +575.2% | +375.2% | +200.0% | +416.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling