+789.2%
HLT vs MAS
+432.2%
+357.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | +3.8% | +2.0% | +1.8% | +2.9% |
| 30D | +15.6% | +19.4% | -3.8% | +7.3% |
| 3M | +15.1% | +9.4% | +5.7% | +10.6% |
| 6M | +15.3% | +15.3% | 0.0% | +7.3% |
| YTD | +29.1% | +31.3% | -2.2% | +12.7% |
| 1Y | +39.9% | +34.9% | +5.1% | +20.7% |
| 3Y | +138.7% | +58.6% | +80.1% | +86.4% |
| 5Y | +147.4% | +40.7% | +106.7% | +99.0% |
| 10Y | +733.6% | +220.4% | +513.2% | +355.2% |
| All | +789.2% | +432.2% | +357.0% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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