+12.1%
HLT vs IR
-1.2%
+13.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -3.3% | -2.8% | -0.5% | -2.6% |
| 30D | -4.1% | -15.1% | +11.1% | -0.1% |
| 3M | -7.9% | +6.1% | -14.0% | -10.6% |
| 6M | +2.2% | -16.8% | +19.0% | +5.9% |
| YTD | +8.5% | -3.5% | +12.0% | +8.8% |
| 1Y | +12.1% | -3.5% | +15.6% | +10.8% |
| All | +12.1% | -1.2% | +13.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling