+635.0%
HLT vs MET
+220.3%
+414.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.8% |
| 7D | -2.6% | -2.5% | -0.1% | -1.4% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | -9.4% | +13.1% | -22.5% | -15.2% |
| 6M | +2.7% | +39.0% | -36.3% | -13.4% |
| YTD | +6.8% | +25.2% | -18.4% | -5.6% |
| 1Y | +12.4% | +25.6% | -13.3% | -1.1% |
| 3Y | +100.2% | +67.1% | +33.1% | +50.6% |
| 5Y | +143.7% | +85.1% | +58.6% | +73.2% |
| 10Y | +584.9% | +245.5% | +339.4% | +245.8% |
| All | +635.0% | +220.3% | +414.8% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling