+575.2%
HLT vs FANG
+182.5%
+392.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.6% | +2.9% | -4.5% | -2.2% |
| 30D | -5.0% | +2.6% | -7.6% | -5.6% |
| 3M | -10.4% | +7.6% | -18.0% | -12.2% |
| 6M | +3.2% | +17.3% | -14.1% | -1.6% |
| YTD | +6.7% | +38.7% | -31.9% | -2.4% |
| 1Y | +10.3% | +51.6% | -41.4% | -1.5% |
| 3Y | +99.3% | +50.0% | +49.4% | +74.7% |
| 5Y | +143.7% | +237.6% | -93.9% | +71.3% |
| All | +575.2% | +182.5% | +392.8% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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