+140.3%
HLT vs FRSH
-72.5%
+212.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -6.6% | +5.0% | -0.6% |
| 30D | -5.0% | +2.1% | -7.1% | -5.5% |
| 3M | -10.4% | +29.0% | -39.4% | -14.5% |
| 6M | +3.2% | +48.6% | -45.4% | -4.5% |
| YTD | +6.7% | -2.9% | +9.7% | +5.6% |
| 1Y | +10.3% | -7.9% | +18.2% | +9.8% |
| 3Y | +99.3% | -46.5% | +145.8% | +112.1% |
| All | +140.3% | -72.5% | +212.8% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling