+151.5%
HLT vs IP
-17.3%
+168.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -4.1% | -11.2% | +7.2% | -0.8% |
| 3M | -10.6% | +12.3% | -22.9% | -14.4% |
| 6M | +2.0% | -5.2% | +7.3% | +2.2% |
| YTD | +6.1% | -4.0% | +10.1% | +5.3% |
| 1Y | +9.8% | -19.2% | +29.0% | +14.6% |
| 3Y | +99.0% | +20.3% | +78.7% | +69.0% |
| 5Y | +151.5% | -17.5% | +169.0% | +146.9% |
| All | +151.5% | -17.3% | +168.8% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling