+635.0%
HLT vs IAG
+432.9%
+202.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.2% |
| 7D | -2.6% | -4.1% | +1.5% | -2.5% |
| 30D | -2.6% | +10.6% | -13.3% | -2.9% |
| 3M | -9.4% | +35.4% | -44.8% | -10.3% |
| 6M | +2.7% | -9.5% | +12.3% | +2.7% |
| YTD | +6.8% | +21.8% | -15.1% | +5.7% |
| 1Y | +12.4% | +84.1% | -71.8% | +9.8% |
| 3Y | +100.2% | +817.4% | -717.2% | +86.2% |
| 5Y | +143.7% | +830.1% | -686.4% | +124.0% |
| 10Y | +584.9% | +413.8% | +171.0% | +529.5% |
| All | +635.0% | +432.9% | +202.1% | +546.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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