+631.9%
HLT vs FIVN
+285.7%
+346.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -1.6% | -7.8% | +6.2% | -0.7% |
| 30D | -5.0% | -1.7% | -3.3% | -5.0% |
| 3M | -10.4% | +47.2% | -57.6% | -15.2% |
| 6M | +3.2% | +82.7% | -79.5% | -6.1% |
| YTD | +6.7% | +52.9% | -46.2% | -1.1% |
| 1Y | +10.3% | +17.5% | -7.2% | +5.3% |
| 3Y | +99.3% | -55.8% | +155.2% | +109.2% |
| 5Y | +143.7% | -82.3% | +226.0% | +172.7% |
| 10Y | +584.7% | +116.5% | +468.2% | +476.7% |
| All | +631.9% | +285.7% | +346.2% | +486.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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