+634.9%
HLT vs MDY
+239.7%
+395.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.8% |
| 7D | -1.6% | -1.9% | +0.3% | +0.1% |
| 30D | -5.0% | -4.6% | -0.4% | -0.8% |
| 3M | -10.4% | -1.2% | -9.2% | -9.6% |
| 6M | +3.2% | +9.2% | -6.0% | -5.2% |
| YTD | +6.7% | +13.1% | -6.3% | -5.2% |
| 1Y | +10.3% | +13.0% | -2.7% | -2.2% |
| 3Y | +99.3% | +49.2% | +50.1% | +34.8% |
| 5Y | +143.7% | +47.2% | +96.4% | +67.4% |
| 10Y | +584.7% | +176.0% | +408.8% | +158.5% |
| All | +634.9% | +239.7% | +395.2% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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