+40.0%
HLT vs NRG
-51.3%
+91.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.6% |
| 7D | +3.6% | -17.0% | +20.6% | +4.7% |
| 30D | +14.6% | -21.9% | +36.4% | +16.4% |
| 3M | +13.9% | -32.9% | +46.9% | +17.1% |
| 6M | +18.3% | -48.4% | +66.7% | +23.6% |
| YTD | +28.9% | -48.7% | +77.5% | +34.3% |
| 1Y | +40.0% | -52.8% | +92.8% | +46.7% |
| All | +40.0% | -51.3% | +91.3% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling