+634.9%
HLT vs GPN
+197.5%
+437.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | -4.3% | +2.7% | +0.1% |
| 30D | -5.0% | 0.0% | -5.0% | -5.3% |
| 3M | -10.4% | +35.8% | -46.2% | -21.9% |
| 6M | +3.2% | +22.0% | -18.8% | -6.7% |
| YTD | +6.7% | +15.2% | -8.5% | -2.4% |
| 1Y | +10.3% | +3.5% | +6.8% | +5.0% |
| 3Y | +99.3% | -26.9% | +126.3% | +112.6% |
| 5Y | +143.7% | -44.2% | +187.9% | +184.2% |
| 10Y | +584.7% | +27.3% | +557.4% | +460.2% |
| All | +634.9% | +197.5% | +437.4% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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