+40.0%
HLT vs FRSH
+16.1%
+24.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.9% |
| 7D | +3.6% | -15.4% | +19.0% | +3.3% |
| 30D | +14.6% | -7.7% | +22.3% | +14.4% |
| 3M | +13.9% | +10.2% | +3.7% | +14.5% |
| 6M | +18.3% | +38.2% | -19.9% | +19.3% |
| YTD | +28.9% | +3.7% | +25.2% | +28.9% |
| 1Y | +40.0% | +14.8% | +25.2% | +33.9% |
| All | +40.0% | +16.1% | +24.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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