+580.9%
HLT vs IP
+21.9%
+559.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -4.1% | -11.2% | +7.2% | 0.0% |
| 3M | -10.6% | +12.3% | -22.9% | -15.3% |
| 6M | +2.0% | -5.2% | +7.3% | +1.9% |
| YTD | +6.1% | -4.0% | +10.1% | +4.8% |
| 1Y | +9.8% | -19.2% | +29.0% | +15.1% |
| 3Y | +99.0% | +20.3% | +78.7% | +67.4% |
| 5Y | +151.5% | -17.5% | +169.0% | +147.1% |
| All | +580.9% | +21.9% | +559.0% | +418.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling