+575.2%
HLT vs GDDY
+207.2%
+368.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | -5.0% | +6.8% | -11.8% | -7.4% |
| 3M | -10.4% | +30.5% | -40.9% | -19.3% |
| 6M | +3.2% | +13.3% | -10.1% | -3.6% |
| YTD | +6.7% | -21.0% | +27.7% | +11.5% |
| 1Y | +10.3% | -34.0% | +44.3% | +22.4% |
| 3Y | +99.3% | +33.1% | +66.3% | +68.1% |
| 5Y | +143.7% | +30.3% | +113.4% | +104.3% |
| All | +575.2% | +207.2% | +368.0% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling