+575.2%
HLT vs PH
+820.2%
-244.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | -1.6% | -1.3% | -0.3% | -0.9% |
| 30D | -5.0% | -11.0% | +6.0% | +1.0% |
| 3M | -10.4% | +5.5% | -15.9% | -13.5% |
| 6M | +3.2% | +1.5% | +1.8% | +1.3% |
| YTD | +6.7% | +8.8% | -2.0% | +0.6% |
| 1Y | +10.3% | +24.5% | -14.2% | -4.0% |
| 3Y | +99.3% | +141.2% | -41.8% | +16.9% |
| 5Y | +143.7% | +256.3% | -112.6% | +12.3% |
| All | +575.2% | +820.2% | -244.9% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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