+145.5%
HLT vs GD
+93.2%
+52.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | -4.1% | -9.0% | +5.0% | -1.1% |
| 3M | -10.6% | +5.1% | -15.6% | -12.3% |
| 6M | +2.0% | -1.0% | +3.1% | +2.2% |
| YTD | +6.1% | +7.3% | -1.2% | +2.7% |
| 1Y | +9.8% | +12.4% | -2.6% | +4.2% |
| 3Y | +99.0% | +73.7% | +25.3% | +54.2% |
| All | +145.5% | +93.2% | +52.3% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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