+634.9%
HLT vs IBKR
+1,567.2%
-932.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | -5.0% | -0.2% | -4.8% | -5.3% |
| 3M | -10.4% | +3.0% | -13.3% | -12.2% |
| 6M | +3.2% | +33.9% | -30.6% | -8.9% |
| YTD | +6.7% | +42.5% | -35.8% | -8.8% |
| 1Y | +10.3% | +44.9% | -34.6% | -7.3% |
| 3Y | +99.3% | +293.0% | -193.7% | +6.8% |
| 5Y | +143.7% | +497.7% | -354.0% | +7.0% |
| 10Y | +584.7% | +1,004.4% | -419.7% | +127.1% |
| All | +634.9% | +1,567.2% | -932.3% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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