+634.9%
HLT vs KMX
+19.6%
+615.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -1.6% | -3.1% | +1.5% | -0.6% |
| 30D | -5.0% | +4.4% | -9.5% | -6.4% |
| 3M | -10.4% | +18.9% | -29.3% | -16.0% |
| 6M | +3.2% | +44.3% | -41.0% | -10.3% |
| YTD | +6.7% | +58.7% | -52.0% | -10.9% |
| 1Y | +10.3% | +0.1% | +10.2% | +4.9% |
| 3Y | +99.3% | -24.4% | +123.8% | +101.4% |
| 5Y | +143.7% | -54.4% | +198.1% | +182.3% |
| 10Y | +584.7% | +11.0% | +573.7% | +425.3% |
| All | +634.9% | +19.6% | +615.3% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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