+634.9%
HLT vs GAP
-14.5%
+649.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.7% |
| 7D | -1.6% | -4.1% | +2.5% | -0.7% |
| 30D | -5.0% | +6.2% | -11.2% | -6.7% |
| 3M | -10.4% | -0.7% | -9.7% | -10.9% |
| 6M | +3.2% | -7.1% | +10.4% | +3.8% |
| YTD | +6.7% | -14.1% | +20.8% | +8.7% |
| 1Y | +10.3% | -8.5% | +18.8% | +10.0% |
| 3Y | +99.3% | +115.4% | -16.0% | +48.3% |
| 5Y | +143.7% | +9.8% | +133.9% | +101.9% |
| 10Y | +584.7% | +30.6% | +554.2% | +352.1% |
| All | +634.9% | -14.5% | +649.5% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling