+99.3%
HLT vs EXEL
+154.7%
-55.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.2% |
| 30D | -5.0% | +11.4% | -16.4% | -6.0% |
| 3M | -10.4% | +4.9% | -15.3% | -10.9% |
| 6M | +3.2% | +34.4% | -31.2% | +0.2% |
| YTD | +6.7% | +28.0% | -21.3% | +4.0% |
| 1Y | +10.3% | +43.6% | -33.4% | +6.3% |
| 3Y | +99.3% | +155.2% | -55.9% | +86.5% |
| All | +99.3% | +154.7% | -55.4% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling