+138.4%
HLT vs MAR
+154.9%
-16.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.2% |
| 30D | -5.0% | -5.4% | +0.4% | -0.5% |
| 3M | -10.4% | -15.5% | +5.1% | +2.7% |
| 6M | +3.2% | +3.0% | +0.3% | +0.1% |
| YTD | +6.7% | +8.5% | -1.8% | -1.5% |
| 1Y | +10.3% | +26.0% | -15.7% | -10.6% |
| 3Y | +99.3% | +68.6% | +30.7% | +22.5% |
| All | +138.4% | +154.9% | -16.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 5y: compounded portfolio wealth divided by compounded MAR 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…
5y analysis · Full analysis span regression · 6 months rolling