+634.9%
HLT vs MKSI
+953.3%
-318.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.6% |
| 7D | -1.6% | +2.7% | -4.3% | -2.3% |
| 30D | -5.0% | -12.8% | +7.8% | -1.8% |
| 3M | -10.4% | -22.5% | +12.1% | -6.5% |
| 6M | +3.2% | +19.4% | -16.2% | -5.8% |
| YTD | +6.7% | +67.7% | -61.0% | -12.7% |
| 1Y | +10.3% | +131.4% | -121.1% | -19.5% |
| 3Y | +99.3% | +197.3% | -98.0% | +24.5% |
| 5Y | +143.7% | +87.0% | +56.7% | +69.8% |
| 10Y | +584.7% | +522.1% | +62.7% | +169.6% |
| All | +634.9% | +953.3% | -318.4% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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