+811.5%
HLT vs GD
+443.3%
+368.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.0% |
| 7D | +4.4% | -1.9% | +6.3% | +5.3% |
| 30D | +16.3% | +10.9% | +5.4% | +9.9% |
| 3M | +22.2% | -6.8% | +28.9% | +26.5% |
| 6M | +20.0% | +7.0% | +13.0% | +14.8% |
| YTD | +32.4% | +11.1% | +21.3% | +22.8% |
| 1Y | +38.6% | +7.0% | +31.6% | +31.2% |
| 3Y | +136.4% | +59.9% | +76.5% | +73.6% |
| 5Y | +162.8% | +102.5% | +60.3% | +62.7% |
| 10Y | +720.3% | +174.0% | +546.3% | +295.8% |
| All | +811.5% | +443.3% | +368.2% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling