+646.9%
HLT vs GD
+428.9%
+218.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -3.3% | -5.3% | +1.9% | -0.5% |
| 30D | -4.1% | -6.4% | +2.3% | -0.7% |
| 3M | -7.9% | +5.7% | -13.6% | -11.0% |
| 6M | +2.2% | -0.9% | +3.1% | +1.8% |
| YTD | +8.5% | +8.2% | +0.3% | +2.4% |
| 1Y | +12.1% | +13.4% | -1.3% | +2.7% |
| 3Y | +107.6% | +68.5% | +39.1% | +46.9% |
| 5Y | +156.4% | +97.2% | +59.2% | +61.2% |
| 10Y | +566.3% | +190.2% | +376.1% | +208.6% |
| All | +646.9% | +428.9% | +218.0% | +161.2% |
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