+40.0%
HLT vs GFI
+5.1%
+35.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.8% | -2.1% |
| 7D | +3.6% | +7.7% | -4.2% | +2.7% |
| 30D | +14.6% | +4.6% | +10.0% | +13.9% |
| 3M | +13.9% | +3.8% | +10.2% | +12.7% |
| 6M | +18.3% | -7.3% | +25.6% | +17.8% |
| YTD | +28.9% | -8.8% | +37.7% | +25.9% |
| 1Y | +40.0% | +4.3% | +35.7% | +33.6% |
| All | +40.0% | +5.1% | +35.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling