+789.2%
HLT vs IP
+36.2%
+752.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +3.8% | -5.1% | +8.8% | +5.8% |
| 30D | +15.6% | +8.5% | +7.1% | +12.0% |
| 3M | +15.1% | -13.8% | +28.9% | +21.1% |
| 6M | +15.3% | +5.7% | +9.6% | +10.9% |
| YTD | +29.1% | -9.1% | +38.3% | +29.6% |
| 1Y | +39.9% | -0.8% | +40.7% | +35.4% |
| 3Y | +138.7% | +14.8% | +123.9% | +103.0% |
| 5Y | +147.4% | -11.5% | +158.9% | +134.1% |
| 10Y | +733.6% | +27.9% | +705.7% | +520.8% |
| All | +789.2% | +36.2% | +752.9% | +530.2% |
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