+636.8%
HLT vs KMB
+52.1%
+584.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.7% |
| 7D | -1.5% | -8.6% | +7.2% | +0.4% |
| 30D | -1.2% | -7.5% | +6.3% | +0.3% |
| 3M | -10.3% | -0.6% | -9.7% | -10.3% |
| 6M | +1.3% | -1.5% | +2.8% | +1.4% |
| YTD | +7.0% | +1.6% | +5.4% | +6.3% |
| 1Y | +11.9% | -20.8% | +32.6% | +16.3% |
| 3Y | +100.7% | -12.4% | +113.1% | +102.6% |
| 5Y | +147.5% | -12.9% | +160.5% | +148.5% |
| 10Y | +586.5% | +14.7% | +571.8% | +520.5% |
| All | +636.8% | +52.1% | +584.7% | +501.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 all: compounded portfolio wealth divided by compounded KMB 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…
all analysis · Full analysis span regression · 6 months rolling