+164.7%
HLT vs KEY
+13.1%
+151.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +0.7% | +2.9% | -2.2% | -0.3% |
| 30D | +13.7% | +8.4% | +5.3% | +10.8% |
| 3M | +16.3% | -5.8% | +22.1% | +18.5% |
| 6M | +19.9% | +5.4% | +14.5% | +17.5% |
| YTD | +30.1% | +7.1% | +23.0% | +26.6% |
| 1Y | +38.5% | +26.8% | +11.7% | +27.5% |
| 3Y | +131.0% | +128.7% | +2.4% | +74.0% |
| All | +164.7% | +13.1% | +151.6% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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