+151.5%
HLT vs PL
+79.0%
+72.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.0% |
| 7D | -2.4% | -7.5% | +5.1% | -1.8% |
| 30D | -4.1% | -25.6% | +21.5% | -1.8% |
| 3M | -10.6% | -45.6% | +35.0% | -6.5% |
| 6M | +2.0% | -29.5% | +31.6% | +2.3% |
| YTD | +6.1% | -9.7% | +15.8% | +3.0% |
| 1Y | +9.8% | +84.4% | -74.6% | -2.5% |
| 3Y | +99.0% | +550.0% | -451.0% | +39.9% |
| 5Y | +151.5% | +79.0% | +72.5% | +95.0% |
| All | +151.5% | +79.0% | +72.5% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling