+634.9%
HLT vs GFI
+1,590.4%
-955.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -1.6% | -4.9% | +3.2% | -1.5% |
| 30D | -5.0% | +10.7% | -15.8% | -5.2% |
| 3M | -10.4% | +25.6% | -36.0% | -10.8% |
| 6M | +3.2% | -8.3% | +11.5% | +3.2% |
| YTD | +6.7% | +6.3% | +0.4% | +6.4% |
| 1Y | +10.3% | +22.1% | -11.8% | +9.7% |
| 3Y | +99.3% | +289.2% | -189.9% | +94.3% |
| 5Y | +143.7% | +531.7% | -388.0% | +135.8% |
| 10Y | +584.7% | +1,043.8% | -459.0% | +573.5% |
| All | +634.9% | +1,590.4% | -955.5% | +624.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling