+138.4%
HLT vs IR
+32.6%
+105.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.6% | -4.5% | +2.9% | +0.6% |
| 30D | -5.0% | -13.9% | +8.9% | +2.0% |
| 3M | -10.4% | -0.3% | -10.0% | -11.3% |
| 6M | +3.2% | -14.3% | +17.6% | +9.8% |
| YTD | +6.7% | -7.9% | +14.6% | +8.4% |
| 1Y | +10.3% | -9.9% | +20.2% | +12.7% |
| 3Y | +99.3% | +6.5% | +92.8% | +76.7% |
| All | +138.4% | +32.6% | +105.8% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling