+315.9%
HLT vs GH
+467.1%
-151.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.3% |
| 30D | -5.0% | -4.7% | -0.3% | -4.5% |
| 3M | -10.4% | +20.2% | -30.6% | -12.9% |
| 6M | +3.2% | +78.8% | -75.5% | -5.1% |
| YTD | +6.7% | +54.1% | -47.3% | -0.3% |
| 1Y | +10.3% | +177.1% | -166.8% | -5.5% |
| 3Y | +99.3% | +371.6% | -272.3% | +51.7% |
| 5Y | +143.7% | +21.9% | +121.8% | +107.1% |
| All | +315.9% | +467.1% | -151.3% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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