+634.9%
HLT vs INDA
+132.4%
+502.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -0.1% |
| 30D | -5.0% | -2.8% | -2.3% | -3.6% |
| 3M | -10.4% | +1.6% | -12.0% | -11.3% |
| 6M | +3.2% | -1.4% | +4.7% | +3.9% |
| YTD | +6.7% | -10.1% | +16.9% | +12.9% |
| 1Y | +10.3% | -8.8% | +19.0% | +15.6% |
| 3Y | +99.3% | +7.6% | +91.7% | +89.4% |
| 5Y | +143.7% | +5.8% | +137.9% | +134.1% |
| 10Y | +584.7% | +84.0% | +500.7% | +386.8% |
| All | +634.9% | +132.4% | +502.5% | +394.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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