+575.2%
HLT vs OMC
+34.2%
+541.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -1.6% | -4.4% | +2.8% | +0.3% |
| 30D | -5.0% | -7.6% | +2.6% | -1.9% |
| 3M | -10.4% | +4.5% | -14.9% | -13.1% |
| 6M | +3.2% | -0.3% | +3.5% | +2.0% |
| YTD | +6.7% | -0.1% | +6.9% | +3.9% |
| 1Y | +10.3% | +4.6% | +5.6% | +4.3% |
| 3Y | +99.3% | +10.5% | +88.9% | +78.9% |
| 5Y | +143.7% | +31.7% | +112.0% | +94.9% |
| All | +575.2% | +34.2% | +541.0% | +399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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