+634.9%
HLT vs IBN
+374.8%
+260.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | -5.0% | -1.5% | -3.5% | -4.6% |
| 3M | -10.4% | +7.9% | -18.3% | -12.6% |
| 6M | +3.2% | +8.6% | -5.4% | +0.5% |
| YTD | +6.7% | -0.6% | +7.3% | +6.6% |
| 1Y | +10.3% | -7.3% | +17.6% | +12.3% |
| 3Y | +99.3% | +26.2% | +73.1% | +82.8% |
| 5Y | +143.7% | +57.8% | +85.9% | +107.6% |
| 10Y | +584.7% | +319.5% | +265.2% | +336.2% |
| All | +634.9% | +374.8% | +260.1% | +355.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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