+138.4%
HLT vs MET
+83.9%
+54.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | -5.0% | +0.5% | -5.5% | -5.4% |
| 3M | -10.4% | +11.6% | -22.0% | -16.1% |
| 6M | +3.2% | +40.8% | -37.5% | -15.5% |
| YTD | +6.7% | +25.7% | -18.9% | -7.3% |
| 1Y | +10.3% | +24.4% | -14.1% | -4.0% |
| 3Y | +99.3% | +67.5% | +31.9% | +41.6% |
| All | +138.4% | +83.9% | +54.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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