+410.1%
HLT vs IR
+271.1%
+139.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.6% | -4.5% | +2.9% | +0.4% |
| 30D | -5.0% | -13.9% | +8.9% | +1.5% |
| 3M | -10.4% | -0.3% | -10.0% | -11.1% |
| 6M | +3.2% | -14.3% | +17.6% | +9.3% |
| YTD | +6.7% | -7.9% | +14.6% | +8.6% |
| 1Y | +10.3% | -9.9% | +20.2% | +12.8% |
| 3Y | +99.3% | +6.5% | +92.8% | +84.3% |
| 5Y | +143.7% | +34.0% | +109.7% | +99.2% |
| All | +410.1% | +271.1% | +139.1% | +190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling