+45.9%
HLT vs IP
+2.3%
+43.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +7.7% | +3.4% | +4.3% | +7.0% |
| 30D | +19.1% | +11.2% | +7.9% | +16.8% |
| 3M | +20.7% | -14.8% | +35.5% | +23.9% |
| 6M | +21.0% | +17.3% | +3.7% | +15.7% |
| YTD | +31.3% | -6.2% | +37.4% | +31.2% |
| 1Y | +45.9% | +2.3% | +43.5% | +39.7% |
| All | +45.9% | +2.3% | +43.6% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling