+575.2%
HLT vs IT
+103.1%
+472.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -1.8% |
| 7D | -1.6% | -3.7% | +2.1% | -0.5% |
| 30D | -5.0% | +0.1% | -5.1% | -5.4% |
| 3M | -10.4% | +20.7% | -31.1% | -18.4% |
| 6M | +3.2% | +12.0% | -8.7% | -4.7% |
| YTD | +6.7% | -28.8% | +35.6% | +15.9% |
| 1Y | +10.3% | -25.5% | +35.8% | +16.6% |
| 3Y | +99.3% | -48.8% | +148.1% | +137.6% |
| 5Y | +143.7% | -42.7% | +186.4% | +168.6% |
| All | +575.2% | +103.1% | +472.1% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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