+811.5%
HLT vs IP
+38.6%
+772.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.2% |
| 7D | +4.4% | 0.0% | +4.3% | +4.3% |
| 30D | +16.3% | +9.4% | +6.9% | +12.4% |
| 3M | +22.2% | -14.1% | +36.2% | +28.6% |
| 6M | +20.0% | +9.2% | +10.8% | +13.9% |
| YTD | +32.4% | -7.5% | +39.9% | +32.0% |
| 1Y | +38.6% | -2.8% | +41.4% | +35.2% |
| 3Y | +136.4% | +21.2% | +115.2% | +96.3% |
| 5Y | +162.8% | -11.5% | +174.3% | +148.9% |
| 10Y | +720.3% | +23.7% | +696.7% | +521.3% |
| All | +811.5% | +38.6% | +772.9% | +541.7% |
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 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