+10.3%
HLT vs FIVE
+66.5%
-56.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.3% |
| 30D | -5.0% | +2.7% | -7.7% | -5.3% |
| 3M | -10.4% | +21.1% | -31.5% | -12.1% |
| 6M | +3.2% | +11.9% | -8.7% | +1.9% |
| YTD | +6.7% | +29.9% | -23.1% | +3.7% |
| 1Y | +10.3% | +67.8% | -57.5% | +4.3% |
| All | +10.3% | +66.5% | -56.2% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling