+630.8%
HLT vs FIVE
+500.8%
+130.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -2.4% | +3.7% | -6.1% | -3.3% |
| 30D | -4.1% | +4.0% | -8.1% | -5.1% |
| 3M | -10.6% | +36.2% | -46.8% | -17.4% |
| 6M | +2.0% | +18.0% | -16.0% | -3.2% |
| YTD | +6.1% | +34.9% | -28.7% | -2.7% |
| 1Y | +9.8% | +67.9% | -58.1% | -5.2% |
| 3Y | +99.0% | +57.3% | +41.7% | +63.5% |
| 5Y | +151.5% | +39.5% | +111.9% | +106.1% |
| 10Y | +561.1% | +496.4% | +64.7% | +280.4% |
| All | +630.8% | +500.8% | +130.0% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling