+575.2%
HLT vs NRG
+1,083.9%
-508.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -1.6% | -4.7% | +3.1% | -0.6% |
| 30D | -5.0% | -6.0% | +0.9% | -3.9% |
| 3M | -10.4% | -8.0% | -2.4% | -9.7% |
| 6M | +3.2% | -23.2% | +26.4% | +7.8% |
| YTD | +6.7% | -28.1% | +34.8% | +12.5% |
| 1Y | +10.3% | -27.3% | +37.5% | +15.0% |
| 3Y | +99.3% | +208.7% | -109.3% | +34.8% |
| 5Y | +143.7% | +197.7% | -54.0% | +63.5% |
| All | +575.2% | +1,083.9% | -508.7% | +260.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling