+646.9%
HLT vs IP
+46.9%
+600.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | -3.3% | -5.3% | +2.0% | -1.4% |
| 30D | -4.1% | -10.9% | +6.8% | 0.0% |
| 3M | -7.9% | +11.2% | -19.1% | -12.7% |
| 6M | +2.2% | -10.2% | +12.4% | +4.2% |
| YTD | +8.5% | -2.0% | +10.5% | +6.2% |
| 1Y | +12.1% | -19.1% | +31.2% | +17.5% |
| 3Y | +107.6% | +20.9% | +86.8% | +74.1% |
| 5Y | +156.4% | -17.8% | +174.2% | +152.3% |
| 10Y | +566.3% | +23.5% | +542.8% | +408.8% |
| All | +646.9% | +46.9% | +600.0% | +416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling