+636.8%
HLT vs O
+206.3%
+430.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -1.5% | -2.3% | +0.8% | -0.6% |
| 30D | -1.2% | -2.4% | +1.2% | -0.3% |
| 3M | -10.3% | -0.6% | -9.8% | -10.3% |
| 6M | +1.3% | -5.0% | +6.3% | +3.0% |
| YTD | +7.0% | +10.4% | -3.4% | +2.5% |
| 1Y | +11.9% | +6.6% | +5.3% | +8.5% |
| 3Y | +100.7% | +28.4% | +72.3% | +78.0% |
| 5Y | +147.5% | +15.3% | +132.3% | +128.0% |
| 10Y | +586.5% | +55.3% | +531.2% | +459.9% |
| All | +636.8% | +206.3% | +430.5% | +427.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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