+138.4%
HLT vs GIS
-25.1%
+163.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.6% | -6.4% | +4.8% | -1.2% |
| 30D | -5.0% | -6.1% | +1.1% | -4.7% |
| 3M | -10.4% | +7.8% | -18.2% | -10.9% |
| 6M | +3.2% | -8.8% | +12.0% | +3.6% |
| YTD | +6.7% | -19.1% | +25.9% | +7.6% |
| 1Y | +10.3% | -24.8% | +35.0% | +11.5% |
| 3Y | +99.3% | -37.6% | +136.9% | +102.0% |
| All | +138.4% | -25.1% | +163.5% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling