+635.0%
HLT vs OMC
+73.9%
+561.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -2.6% | -6.2% | +3.7% | +0.3% |
| 30D | -2.6% | -7.6% | +4.9% | +0.7% |
| 3M | -9.4% | +7.4% | -16.8% | -13.5% |
| 6M | +2.7% | +0.1% | +2.6% | +1.2% |
| YTD | +6.8% | +0.4% | +6.3% | +3.4% |
| 1Y | +12.4% | +7.8% | +4.6% | +4.3% |
| 3Y | +100.2% | +11.8% | +88.3% | +77.2% |
| 5Y | +143.7% | +32.5% | +111.3% | +91.4% |
| 10Y | +584.9% | +34.2% | +550.6% | +400.9% |
| All | +635.0% | +73.9% | +561.1% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling