+99.3%
HLT vs IVZ
+134.7%
-35.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | -5.0% | +3.0% | -8.1% | -5.9% |
| 3M | -10.4% | +14.9% | -25.3% | -14.5% |
| 6M | +3.2% | +36.7% | -33.5% | -7.3% |
| YTD | +6.7% | +25.7% | -18.9% | -2.0% |
| 1Y | +10.3% | +47.7% | -37.4% | -4.5% |
| 3Y | +99.3% | +138.8% | -39.5% | +46.7% |
| All | +99.3% | +134.7% | -35.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling