+634.9%
HLT vs IFF
+32.1%
+602.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -0.5% |
| 30D | -5.0% | -0.3% | -4.7% | -5.0% |
| 3M | -10.4% | +8.4% | -18.8% | -13.3% |
| 6M | +3.2% | +23.0% | -19.8% | -5.4% |
| YTD | +6.7% | +25.5% | -18.7% | -3.3% |
| 1Y | +10.3% | +29.1% | -18.8% | -1.4% |
| 3Y | +99.3% | +31.7% | +67.7% | +71.8% |
| 5Y | +143.7% | -35.2% | +178.9% | +169.8% |
| 10Y | +584.7% | -20.7% | +605.5% | +552.5% |
| All | +634.9% | +32.1% | +602.8% | +453.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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