+196.3%
HLT vs PL
+41.8%
+154.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | +0.8% | +22.3% | -21.4% | -0.9% |
| 30D | +13.1% | -8.3% | +21.4% | +13.6% |
| 3M | +15.6% | -43.3% | +58.9% | +20.5% |
| 6M | +19.0% | -65.8% | +84.8% | +28.0% |
| YTD | +29.9% | -29.5% | +59.5% | +28.0% |
| 1Y | +35.9% | +11.7% | +24.2% | +26.6% |
| 3Y | +132.1% | +540.6% | -408.5% | +60.3% |
| 5Y | +163.4% | +32.9% | +130.5% | +103.9% |
| All | +196.3% | +41.8% | +154.4% | +127.6% |
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