+455.2%
HLT vs INVH
+75.4%
+379.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -3.0% | +1.4% | -0.3% |
| 30D | -5.0% | -7.5% | +2.5% | -1.8% |
| 3M | -10.4% | -5.5% | -4.9% | -8.4% |
| 6M | +3.2% | +11.7% | -8.5% | -2.1% |
| YTD | +6.7% | +1.3% | +5.4% | +5.3% |
| 1Y | +10.3% | -6.1% | +16.3% | +12.4% |
| 3Y | +99.3% | -9.8% | +109.1% | +104.0% |
| 5Y | +143.7% | -19.7% | +163.4% | +159.5% |
| All | +455.2% | +75.4% | +379.8% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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