+564.1%
HLT vs P
+470.9%
+93.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.5% |
| 7D | -1.5% | +5.0% | -6.5% | -2.4% |
| 30D | -1.2% | -0.9% | -0.3% | -1.5% |
| 3M | -10.3% | +38.7% | -49.0% | -16.5% |
| 6M | +1.3% | +54.4% | -53.1% | -8.8% |
| YTD | +7.0% | +44.8% | -37.8% | -3.3% |
| 1Y | +11.9% | +22.5% | -10.7% | +2.4% |
| 3Y | +100.7% | +148.2% | -47.6% | +48.1% |
| 5Y | +147.5% | +268.9% | -121.4% | +62.7% |
| 10Y | +586.5% | +696.9% | -110.4% | +272.0% |
| All | +564.1% | +470.9% | +93.2% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling