+636.8%
HLT vs EXPE
+370.1%
+266.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -1.5% | -11.5% | +10.1% | +3.1% |
| 30D | -1.2% | -13.1% | +11.8% | +3.8% |
| 3M | -10.3% | +18.1% | -28.5% | -16.9% |
| 6M | +1.3% | +13.3% | -12.0% | -5.2% |
| YTD | +7.0% | -3.2% | +10.2% | +4.6% |
| 1Y | +11.9% | +26.1% | -14.3% | -2.8% |
| 3Y | +100.7% | +151.7% | -51.1% | +24.1% |
| 5Y | +147.5% | +88.3% | +59.2% | +65.8% |
| 10Y | +586.5% | +158.0% | +428.5% | +255.2% |
| All | +636.8% | +370.1% | +266.8% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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