+575.2%
HLT vs GFI
+1,093.3%
-518.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -1.6% | -2.7% | +1.1% | -1.5% |
| 30D | -5.0% | +13.2% | -18.3% | -5.3% |
| 3M | -10.4% | +28.5% | -38.9% | -10.9% |
| 6M | +3.2% | -6.2% | +9.4% | +3.1% |
| YTD | +6.7% | +8.7% | -2.0% | +6.3% |
| 1Y | +10.3% | +24.8% | -14.6% | +9.5% |
| 3Y | +99.3% | +298.0% | -198.7% | +93.6% |
| 5Y | +143.7% | +546.0% | -402.3% | +135.0% |
| All | +575.2% | +1,093.3% | -518.1% | +601.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling