+575.2%
HLT vs FIVE
+491.7%
+83.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -1.6% | -3.0% | +1.4% | -0.9% |
| 30D | -5.0% | +2.7% | -7.7% | -5.9% |
| 3M | -10.4% | +21.1% | -31.5% | -15.1% |
| 6M | +3.2% | +11.9% | -8.7% | -1.1% |
| YTD | +6.7% | +29.9% | -23.1% | -1.8% |
| 1Y | +10.3% | +67.8% | -57.5% | -5.7% |
| 3Y | +99.3% | +52.8% | +46.6% | +63.2% |
| 5Y | +143.7% | +31.3% | +112.4% | +100.5% |
| All | +575.2% | +491.7% | +83.6% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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