+138.4%
HLT vs NRG
+194.8%
-56.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -1.6% | -4.7% | +3.1% | -0.7% |
| 30D | -5.0% | -6.0% | +0.9% | -4.1% |
| 3M | -10.4% | -8.0% | -2.4% | -9.8% |
| 6M | +3.2% | -23.2% | +26.4% | +7.1% |
| YTD | +6.7% | -28.1% | +34.8% | +11.7% |
| 1Y | +10.3% | -27.3% | +37.5% | +14.3% |
| 3Y | +99.3% | +208.7% | -109.3% | +31.1% |
| All | +138.4% | +194.8% | -56.4% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling