+634.9%
HLT vs LNG
+579.3%
+55.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.6% | -4.7% | +3.1% | -0.3% |
| 30D | -5.0% | +3.8% | -8.8% | -6.1% |
| 3M | -10.4% | +16.2% | -26.6% | -14.5% |
| 6M | +3.2% | +11.7% | -8.5% | -1.2% |
| YTD | +6.7% | +44.2% | -37.5% | -5.6% |
| 1Y | +10.3% | +18.6% | -8.3% | +3.3% |
| 3Y | +99.3% | +77.4% | +21.9% | +62.4% |
| 5Y | +143.7% | +232.3% | -88.6% | +57.9% |
| 10Y | +584.7% | +550.1% | +34.6% | +246.5% |
| All | +634.9% | +579.3% | +55.7% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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