+138.4%
HLT vs GAP
+8.7%
+129.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.5% |
| 7D | -1.6% | -4.1% | +2.5% | -0.9% |
| 30D | -5.0% | +6.2% | -11.2% | -6.3% |
| 3M | -10.4% | -0.7% | -9.7% | -10.8% |
| 6M | +3.2% | -7.1% | +10.4% | +3.7% |
| YTD | +6.7% | -14.1% | +20.8% | +8.4% |
| 1Y | +10.3% | -8.5% | +18.8% | +10.3% |
| 3Y | +99.3% | +115.4% | -16.0% | +55.6% |
| All | +138.4% | +8.7% | +129.7% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling