+575.2%
HLT vs P
+718.8%
-143.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | -0.8% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -5.0% | -11.9% | +6.8% | -3.1% |
| 3M | -10.4% | +41.6% | -52.0% | -17.2% |
| 6M | +3.2% | +58.1% | -54.9% | -8.0% |
| YTD | +6.7% | +46.5% | -39.8% | -4.3% |
| 1Y | +10.3% | +19.1% | -8.8% | +1.2% |
| 3Y | +99.3% | +150.6% | -51.3% | +43.7% |
| 5Y | +143.7% | +271.8% | -128.1% | +54.6% |
| All | +575.2% | +718.8% | -143.6% | +257.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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