+196.5%
HLT vs PL
+40.9%
+155.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.7% | +10.0% | -9.3% | -0.1% |
| 30D | +13.7% | -2.3% | +16.0% | +13.6% |
| 3M | +16.3% | -44.2% | +60.5% | +21.4% |
| 6M | +19.9% | -66.1% | +86.0% | +29.1% |
| YTD | +30.1% | -30.0% | +60.0% | +28.2% |
| 1Y | +38.5% | +21.0% | +17.5% | +28.0% |
| 3Y | +131.0% | +516.5% | -385.5% | +60.5% |
| 5Y | +163.7% | +32.0% | +131.6% | +104.2% |
| All | +196.5% | +40.9% | +155.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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