+630.8%
HLT vs GPC
+138.1%
+492.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -0.8% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -4.1% | -0.4% | -3.7% | -4.0% |
| 3M | -10.6% | +39.2% | -49.8% | -24.4% |
| 6M | +2.0% | +18.2% | -16.2% | -7.0% |
| YTD | +6.1% | +12.1% | -5.9% | -2.0% |
| 1Y | +9.8% | -0.7% | +10.5% | +7.4% |
| 3Y | +99.0% | -1.7% | +100.7% | +86.9% |
| 5Y | +151.5% | +29.3% | +122.2% | +99.4% |
| 10Y | +561.1% | +80.7% | +480.5% | +322.3% |
| All | +630.8% | +138.1% | +492.7% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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