+634.9%
HLT vs KWEB
+1.3%
+633.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.6% | -5.6% | +4.0% | -0.3% |
| 30D | -5.0% | -10.7% | +5.7% | -2.5% |
| 3M | -10.4% | -7.4% | -3.0% | -9.0% |
| 6M | +3.2% | -19.3% | +22.6% | +8.0% |
| YTD | +6.7% | -27.8% | +34.5% | +14.4% |
| 1Y | +10.3% | -35.9% | +46.2% | +21.3% |
| 3Y | +99.3% | -1.9% | +101.3% | +91.8% |
| 5Y | +143.7% | -43.2% | +186.9% | +156.1% |
| 10Y | +584.7% | -21.2% | +605.9% | +482.8% |
| All | +634.9% | +1.3% | +633.7% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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