+575.2%
HLT vs M
-3.0%
+578.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -1.7% |
| 7D | -1.6% | -4.2% | +2.6% | -0.8% |
| 30D | -5.0% | -7.2% | +2.2% | -3.7% |
| 3M | -10.4% | -11.1% | +0.8% | -8.6% |
| 6M | +3.2% | +28.8% | -25.6% | -3.2% |
| YTD | +6.7% | +2.0% | +4.7% | +4.9% |
| 1Y | +10.3% | +31.3% | -21.0% | +2.3% |
| 3Y | +99.3% | +119.1% | -19.7% | +56.6% |
| 5Y | +143.7% | +29.7% | +114.0% | +104.8% |
| All | +575.2% | -3.0% | +578.2% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling