+143.4%
HLT vs PL
+70.3%
+73.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | 0.0% |
| 7D | -2.6% | -9.0% | +6.5% | -1.8% |
| 30D | -2.6% | -29.6% | +26.9% | +0.1% |
| 3M | -9.4% | -45.7% | +36.3% | -5.3% |
| 6M | +2.7% | -34.3% | +37.0% | +3.5% |
| YTD | +6.8% | -15.4% | +22.1% | +4.1% |
| 1Y | +12.4% | +86.1% | -73.7% | -0.5% |
| 3Y | +100.2% | +509.1% | -409.0% | +41.4% |
| 5Y | +143.7% | +68.3% | +75.4% | +85.5% |
| All | +143.4% | +70.3% | +73.1% | +85.1% |
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